Analysis of the impact of macroeconomic factors on inter-industry credit risk contagion based on the modified KMV model (Q3389098)
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scientific article; zbMATH DE number 7346387
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| English | Analysis of the impact of macroeconomic factors on inter-industry credit risk contagion based on the modified KMV model |
scientific article; zbMATH DE number 7346387 |
Statements
7 May 2021
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modified KMV model
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default correlation
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copula function
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nonlinearity
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macroeconomics
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0.7211719751358032
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0.7167571783065796
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