Department of Economics and Business Economics

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

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Correlated defaults, temporal correlation, expert information and predictability of default rates. / Kiefer, Nicholas Maximilian.

In: Econometric Reviews, Vol. 36, No. 6-9, 2017, p. 699-712.

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

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@article{a5aaaab1bf264c5e8aafbb81b8315851,
title = "Correlated defaults, temporal correlation, expert information and predictability of default rates",
author = "Kiefer, {Nicholas Maximilian}",
year = "2017",
doi = "10.1080/07474938.2017.1307547",
language = "English",
volume = "36",
pages = "699--712",
journal = "Econometric Reviews",
issn = "0747-4938",
publisher = "Taylor & Francis Inc.",
number = "6-9",

}

RIS

TY - JOUR

T1 - Correlated defaults, temporal correlation, expert information and predictability of default rates

AU - Kiefer, Nicholas Maximilian

PY - 2017

Y1 - 2017

U2 - 10.1080/07474938.2017.1307547

DO - 10.1080/07474938.2017.1307547

M3 - Journal article

VL - 36

SP - 699

EP - 712

JO - Econometric Reviews

JF - Econometric Reviews

SN - 0747-4938

IS - 6-9

ER -