Munich Personal RePEc Archive

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Number of items: 3.

8 November 2009

Sokolov, Yuri (2009): Interaction between market and credit risk: Focus on the endogeneity of aggregate risk.

5 December 2010

Sokolov, Yuri (2010): Business cycle effects on portfolio credit risk: A simple FX Adjustment for a factor model.

16 July 2012

Sokolov, Yuri (2012): Modeling risk in a dynamically changing world: from association to causation.

This list was generated on Sun Aug 25 08:14:36 2019 CEST.
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