2024-03-28T12:20:43Z
https://tsukuba.repo.nii.ac.jp/oai
oai:tsukuba.repo.nii.ac.jp:00024972
2023-12-05T02:34:42Z
152:1223
3:62:5587:1603
Credit risk model with contagious default dependencies affected by macro-economic condition
Takada, Hideyuki
住田, 潮
スミタ, ウシオ
SUMITA, Ushio
open access
(c) 2011 Elsevier B.V.
NOTICE: this is the author's version of a work that was accepted for publication in European Journal of Operational Research. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in PUBLICATION, Vol.214(2), 2011 DOI:10.1016/j.ejor.2011.05.001
Elsevier
2011-10
eng
journal article
AM
http://hdl.handle.net/2241/113794
https://tsukuba.repo.nii.ac.jp/records/24972
https://doi.org/10.1016/j.ejor.2011.05.001
0377-2217
AA0017802X
European journal of operational research
214
2
365
379
https://tsukuba.repo.nii.ac.jp/record/24972/files/EJOR_214-2.pdf
application/pdf
347.3 kB
2013-12-25