Correlations and Business Cycles of Credit Risk: Evidence from Bankruptcies in Germany
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More about this item
KeywordsKreditrisiko; ; Credit risk dependencies ; credit risk models;
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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