Correlated default with incomplete information

Journal of Banking and Finance

Volumn 28, Issue 7, 2004, Pages 1521-1545

  Giesecke, Kay ^a  

^a Cornell University   (United States)

Author keywords

Contagion; Copulas; Correlated defaults; Incomplete information

Indexed keywords

EID: 2442676693     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(03)00129-8     Document Type: Article

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