Credit portfolio risk and asset price cycles
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Bibliographic InfoArticle provided by Springer in its journal Computational Management Science.
Volume (Year): 5 (2008)
Issue (Month): 4 (October)
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Web page: http://www.springerlink.com/link.asp?id=111894
Find related papers by JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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