Empirical Evidences for Correlated Defaults
碩士 === 國立中央大學 === 統計研究所 === 106 === After financial crisis in 2007, the credit risk management has became one of the important issues around the financial institutions. In Duffie (2011), there are several features of correlated default between each firm, namely co-movement, contagion, and informatio...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7r76dk |