Default Correlation and Credit AnalysisDouglas J. Lucas1995-03-31articleThe Journal of Fixed Income207 citationsclosedNo readable copy stored yet — this record is metadata only.Credit Risk and Financial RegulationsFinancial Risk and Volatility ModelingFinancial Distress and Bankruptcy PredictionAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 207 citations exist upstream.Cited by2006Correlated Default Risk2008Supplier default dependencies: Empirical evidence from the automotive industry2010CDO pricing with nested Archimedean copulas2016Forecasting Credit Portfolio Risk2004Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature2006Common Failings: How Corporate Defaults are Correlated1999Internal Credit Risk Models: Capital Allocation and Performance Measurement2001Measuring Default Correlation