Credit Portfolio Risk And Probability Of Default Confidence Sets Through The Business Cycle
Rachev, Zari & Trueck, Stefan (2005) Credit Portfolio Risk And Probability Of Default Confidence Sets Through The Business Cycle. The Journal Of Credit Risk, 1(4), pp. 61-88.
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|Item Type:||Journal Article|
|Keywords:||Credit Risk, Business Cycle|
|Subjects:||Australian and New Zealand Standard Research Classification > COMMERCE MANAGEMENT TOURISM AND SERVICES (150000) > BANKING FINANCE AND INVESTMENT (150200) > Finance (150201)|
|Divisions:||Current > QUT Faculties and Divisions > QUT Business School
Current > Schools > School of Economics & Finance
|Deposited On:||17 Jun 2009 13:24|
|Last Modified:||10 Aug 2011 16:58|
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