Owner only: item control page
Credit Rating Impact on CDO Evaluation
Rösch, Daniel and Scheule, Harald (2008) Credit Rating Impact on CDO Evaluation. Global Finance Journal 19 (3), pp. 235-251.Date of publication of this fulltext: 19 Jun 2013 08:29
Article
Alternative links to fulltext
Involved Institutions
Details
| Item type | Article | ||||
| Journal or Publication Title | Global Finance Journal | ||||
| Publisher: | Elsevier | ||||
|---|---|---|---|---|---|
| Volume: | 19 | ||||
| Number of Issue or Book Chapter: | 3 | ||||
| Page Range: | pp. 235-251 | ||||
| Date | 2008 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch) | ||||
| Identification Number |
| ||||
| Keywords | Business cycle; Collateralized Debt Obligation; Correlation; Credit risk; Default probability; Point-in-time; Portfolio; Through-the-cycle | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | No | ||||
| Item ID | 28316 |
Export bibliographical data
Owner only: item control page
Altmetric
Altmetric