Common Factors in Default Risk Across Countries and Industries

European Financial Management

Volumn 19, Issue 1, 2013, Pages 108-152

  Aretz, Kevin ^a   Pope, Peter F ^a  

^a LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Country and industry factors; Default risk; Variance decompositions

Indexed keywords

EID: 84873839676     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2012.571.x     Document Type: Article

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