five

Global Business Cycles and Credit Risk

收藏
NBER2005-07-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w11493
下载链接
链接失效反馈
官方服务:
资源简介:
The potential for portfolio diversification is driven broadly by two characteristics: the degree to which systematic risk factors are correlated with each other and the degree of dependence individual firms have to the different types of risk factors. Using a global vector autoregressive
创建时间:
2005-07-01
二维码
社区交流群
二维码
科研交流群
商业服务