On the Aggregation of Firm-Wide Market and Credit Risks-Reference-Cited by-同舟云学术

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On the Aggregation of Firm-Wide Market and Credit Risks

Published:2003 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Alexander Carol,Pezier Jacques

Publisher

Elsevier BV

Reference29 articles.

1. Potential Modifications to the Committee's Proposals;; S Basel;Consultative Paper, Basel Committee on Banking Supervision Basel,1996

2. Returns and Volatility of Low-Grade Bonds: 1977-1989;M E Blume;Journal of Finance,1991

3. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns;J Y Campbell;Journal of Finance,1993

4. The Risk and Return from Factors;L K C Chan;Journal of Financial and Quantitative Analysis,1998

5. The Determinants Of Credit Spread Changes;P Collin-Dufresne;Journal of Finance,2001

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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