Ricardo Schechtman 2017 - Central Bank Research Hub

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Title Other author(s)

Joint Validation of Credit Rating PDs under Default Correlation

IJCB International Journal of Central Banking [View] (Paper: 17q2a07, 01.06.2017)

JEL: C12, G21, G28

Papers by year: All | 2017 | 2011 | 2007 | 2006 | 2005