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Alexander Reyngold
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Aggregate and Firm-Level Measures of Systemic Risk from a Structural Model of Default
Journal of Alternative Investments, Vol. 17, No. 4, 2015
Posted: 20 Dec 2015
Alexander Reyngold,
Ksenia Shnyra
and
Roger Stein
Independent, Independent and Sloan School of Management, MIT
Abstract:
systemic risk, structural model of default, credit models
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