Pages that link to "Item:Q2275829"
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The following pages link to Credit risk model with contagious default dependencies affected by macro-economic condition (Q2275829):
Displaying 11 items.
- Modelling default contagion using multivariate phase-type distributions (Q539143) (← links)
- Credit contagion and aggregate losses (Q956527) (← links)
- Macroeconomic environment, money demand and portfolio choice (Q1755268) (← links)
- Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework (Q2030488) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- A nonlinear dynamic model for credit risk contagion (Q2221543) (← links)
- Stability analysis and fixed-time control of credit risk contagion (Q2666228) (← links)
- Effects of economic interactions on credit risk (Q3376774) (← links)
- Credit Contagion in a Structural Framework (Q3618163) (← links)
- Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
- Credit Contagion in a Long Range Dependent Macroeconomic Factor Model (Q5198557) (← links)
