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• Howard J. Wall

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Article provided by Federal Reserve Bank of St. Louis in its journal National Economic Trends.

Volume (Year): (1999)
Issue (Month): May ()
Pages:
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Handle: RePEc:fip:fedlne:y:1999:i:may

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Keywords: Employment (Economic theory)

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. André Lucas & Pieter Klaassen & Peter Spreij & Stefan Straetmans, 2001. "Tail Behavior of Credit Loss Distributions for General Latent Factor Models," Tinbergen Institute Discussion Papers 01-023/2, Tinbergen Institute. [Downloadable!]
   Other versions:
   • André Lucas & Pieter Klaassen & Peter Spreij & Stefan Straetmans, 2003. "Tail behaviour of credit loss distributions for general latent factor models," Applied Mathematical Finance, Taylor and Francis Journals, vol. 10(4), pages 337-357, December. [Downloadable!] (restricted)
2. Lucas, Andr‚ & Straetmans, Stefan & Klaassen, Pieter, 1999. "Tail behavior of credit loss distributions," Serie Research Memoranda 0060, Free University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
3. Lucas, Andr‚ & Klaassen, Pieter & Spreij, Peter, 1999. "An analytic approach to credit risk of large corporate bond and loan portfolios," Serie Research Memoranda 0018, Free University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
   Other versions:
   • Lucas, Andre & Klaassen, Pieter & Spreij, Peter & Straetmans, Stefan, 2001. "An analytic approach to credit risk of large corporate bond and loan portfolios," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1635-1664, September. [Downloadable!] (restricted)

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This page was last updated on 2008-8-8.