Department of Economics and Business Economics

Correlated defaults, temporal correlation, expert information and predictability of default rates

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalEconometric Reviews
Volume36
Issue6-9
Pages (from-to)699-712
ISSN0747-4938
DOIs
Publication statusPublished - 2017
Externally publishedYes

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