Common Failings: How Corporate Defaults are Correlated
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- Sanjiv R. Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita, 2007. "Common Failings: How Corporate Defaults Are Correlated," Journal of Finance, American Finance Association, vol. 62(1), pages 93-117, February.
References listed on IDEAS
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More about this item
- G3 - Financial Economics - - Corporate Finance and Governance
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-01-24 (All new papers)
- NEP-BEC-2006-01-24 (Business Economics)
- NEP-FIN-2006-01-24 (Finance)
- NEP-RMG-2006-01-24 (Risk Management)
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