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Revision as of 20:25, 12 February 2024
scientific article; zbMATH DE number 2195370
Language | Label | Description | Also known as |
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English | DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS |
scientific article; zbMATH DE number 2195370 |
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DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS (English)
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17 August 2005
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default risk premium
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empirical and martingale default intensities
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