Confidence intervals for probabilities of default

Journal of Banking and Finance

Volumn 30, Issue 8, 2006, Pages 2281-2301

  Hanson, Samuel ^a   Schuermann, Til ^b  

^a HARVARD UNIVERSITY   (United States)

^b FEDERAL RESERVE BANK OF NEW YORK   (United States)

Author keywords

Bootstrap; Credit risk; Risk management

Indexed keywords

EID: 33745999771     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2005.08.002     Document Type: Article

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