Weight of the Default Component of Cds Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework

AuthID
 P-00Q-VCD
2
Author(s)
Silva, TC
Document Type
Article
Year published
2019
Published
in COMPLEXITY, ISSN: 1076-2787
Volume: 2019
Indexing
Wos®
Scopus®
Google Scholar®
Publication Identifiers
SCOPUS: 2-s2.0-85069202427
Wos: WOS:000475594400001
Source Identifiers
ISSN: 1076-2787
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