Correlated Default Risk

Preprint

1 January 2002

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.331901

Abstract

Using a comprehensive and unique data set from Moody's, we examine correlations between default risk for over 7,000 U.S. public firms. This is the first paper

Keywords

SSRN
CORRELATED DEFAULT RISK
SANJIV RANJAN DAS
LAURENCE FREED
GARY GENG
NIKUNJ KAPADIA

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