Non-constant Default Correlation-A Case of Taiwan
碩士 === 國立暨南國際大學 === 財務金融學系 === 93 === This paper serves the first paper in Taiwan to adopt the perspective of credit portfolio to discuss the characters of non-constant default correlation. There were plenty prior studies about the topic of default risk in Taiwan. Nevertheless, most of them concentr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28859920867960435830 |