Empirical estimation of default and asset correlation of large corporates and banks in India

Author: Bandyopadhyay Arindam   Ganguly Sonali  

Publisher: Emerald Group Publishing Ltd

ISSN: 1526-5943

Source: The Journal of Risk Finance Incorporating Balance Sheet, Vol.14, Iss.1, 2013-01, pp. : 87-99

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Abstract