Default correlation: An empirical investigation of a subprime lender

Journal of Banking and Finance

Volumn 28, Issue 4, 2004, Pages 753-771

  Cowan, Adrian M ^a   Cowan, Charles D ^a,b  

^a UNIVERSITY OF ALABAMA AT BIRMINGHAM   (United States)

^b Analytic Focus LLC   (United States)

Author keywords

Credit risk; Default correlation; Mortgage; Subprime lending

Indexed keywords

EID: 1942472568     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(03)00198-5     Document Type: Conference Paper

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