Predict default correlation from equity correlation

Authors

Howard Qi, Michigan Technological UniversityFollow
Yan Alice Xie, University of Michigan - Dearborn
Sheen Liu, Washington State University - Vancouver
Chunchi Wu, Singapore Management University

Document Type

Conference Proceeding

Publication Date

10-2008

Publisher's Statement

© 2008 Financial Management Association International

FMAI Conference Archives: http://www.fma.org/ConferenceArchive.htm

Publication Title

2008 Financial Management Association International Conference

Recommended Citation

Qi, H., Xie, Y. A., Liu, S., & Wu, C. (2008). Predict default correlation from equity correlation. 2008 Financial Management Association International Conference(Session 196).
Retrieved from: https://digitalcommons.mtu.edu/business-fp/102