Cross-ownership as a structural explanation for over- and underestimation of default probability (Q5245414)
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scientific article; zbMATH DE number 6423461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-ownership as a structural explanation for over- and underestimation of default probability |
scientific article; zbMATH DE number 6423461 |
Statements
Cross-ownership as a structural explanation for over- and underestimation of default probability (English)
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8 April 2015
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counterparty risk
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credit risk
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cross-ownership
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firm valuation
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heavy tails
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structural model
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