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The Correlation Effect
Year Of Publication: 2000
Month Of Publication: October
Download Count: 953
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Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 3-17-2005
Publisher: Administrator
Summary
We examine how the correlations of bank loan defaults depend on the correlations of asset returns and how correlations and diversification are affected by macroeconomic risks.
Author(s)
Gersbach, Hans Sign in to follow this author
Lipponer, Alexander Sign in to follow this author
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