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ArticleOne-Factor Fallacy

Unknown author1998

Article1998

One-Factor Fallacy

Unknown author

30 citations·0/0 files stored·Data Archiving and Networked Services (DANS)

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Decision-Making and Behavioral Economics Statistical Methods and Applications Advanced Causal Inference Techniques

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2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 2000A comparative anatomy of credit risk models 2002Ratings migration and the business cycle, with application to credit portfolio stress testing 2002VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights 2014Stress testing banks 2004An empirical comparison of default risk forecasts from alternative credit rating philosophies 2009Time Varying and Dynamic Models for Default Risk in Consumer Loans 2007Firm heterogeneity and credit risk diversification

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Year1998

Typearticle

Published1998-01-01

VenueData Archiving and Networked Services (DANS)

Languageen

Citations30

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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openalex_workW2771030645

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