Zhuojing He

Central University of Finance and Economics (CUFE)

39 South College Road

Haidian District

Beijing, Beijing 100081

China

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Scholarly Papers (1)

1.

Credit Risk Clustering in a Business Group: Which Matters More, Systematic or Idiosyncratic Risk?

Number of pages: 24 Posted: 04 Jun 2018
Feng Li and Zhuojing He
Peking University - Guanghua School of Management and Central University of Finance and Economics (CUFE)
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Abstract:

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Business Groups, Credit Risk Clustering, Covariate-Dependent Copulas, MCMC