| dc.contributor.author |
Stenbo Nielsen, Mads |
|
| dc.date.accessioned |
2011-11-02 |
|
| dc.date.accessioned |
2011-12-06T10:55:33Z |
|
| dc.date.available |
2011-12-06T10:55:33Z |
|
| dc.date.issued |
2011-11-06 |
|
| dc.identifier.isbn |
9788792842237 |
|
| dc.identifier.isbn |
9788792842220 |
|
| dc.identifier.uri |
http://hdl.handle.net/10398/8370 |
|
| dc.description.abstract |
The thesis consists of three essays that cover different aspects of
correlation modelling in corporate default risk. Each essay is self-contained and can be
read independently. Essay I: Correlation in corporate defaults: Contagion or conditional
independence? Essay II: Systematic and idiosyncratic default risk in synthetic credit
markets. Essay III: Credit spreads across the business cycle. |
en_US |
| dc.format.extent |
186 |
en_US |
| dc.language |
eng |
en_US |
| dc.publisher |
Copenhagen Business School |
en_US |
| dc.relation.ispartofseries |
PhD Series;31.2011 |
|
| dc.title |
Essays on Correlation Modelling |
en_US |
| dc.type |
phd |
en_US |
| dc.accessionstatus |
modt11dec06 lbjl |
en_US |
| dc.contributor.corporation |
Copenhagen Business School. CBS |
en_US |
| dc.contributor.department |
Institut for Finansiering |
en_US |
| dc.contributor.departmentshort |
FI |
en_US |
| dc.contributor.departmentuk |
Department of Finance |
en_US |
| dc.contributor.departmentukshort |
FI |
en_US |
| dc.idnumber |
9788792842237 |
en_US |
| dc.publisher.city |
Frederiksberg |
en_US |
| dc.publisher.year |
2011 |
en_US |
This work is licensed under a Creative Commons License.
