Reference : Exploring Dynamic Default Dependence
E-prints/Working papers : Already available on another site
Business & economic sciences : Finance
http://hdl.handle.net/10993/9729
Exploring Dynamic Default Dependence
English
Jin, Xisong mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Christoffersen, Peter [University of Toronto]
Jacobs, Kris [University of Houston]
Ericsson, Jan [McGill University]
Apr-2009
Yes
http://hdl.handle.net/10993/9729
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1400427

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