Dynamic Dependence in Corporate Credit

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Jin, Xisong; Christoffersen, Peter; Jacobs, Kris et al.

2013

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https://hdl.handle.net/10993/9700

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Disciplines :

Finance

Author, co-author :

Jin, Xisong ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)

Christoffersen, Peter; University of Toronto - U of T > The Rotman School

Jacobs, Kris; University of Houston

Langlois, Hugues; McGill University

Language :

English

Title :

Dynamic Dependence in Corporate Credit

Publication date :

April 2013

Source :

Available on ORBilu :

since 30 October 2013

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