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Estimating Credit Contagion in a Standard Factor Model

Rösch, Daniel and Winterfeldt, Birker (2008) Estimating Credit Contagion in a Standard Factor Model. Asia Risk, pp. 66-71.

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Other URL: http://www.risk.net/data/asiarisk/pdf/2008/asiarisk_oct08_cuttingedge.pdf

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Item type:Article
Date:1 October 2008
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch)
Dewey Decimal Classification:300 Social sciences > 330 Economics
Refereed:No, this document will not be refereed
Created at the University of Regensburg:No
Item ID:28456
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