Zhao Sun

affiliation not provided to SSRN

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Through-the-Cycle EDF Credit Measures

Moody's Analytics, August 2011
Number of pages: 34 Posted: 03 Sep 2011 Last Revised: 15 Sep 2011
David T. Hamilton, Zhao Sun and Min Ding
Moody's Analytics, affiliation not provided to SSRN and Pennsylvania State University - Department of Marketing
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Abstract:

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default probability, through the cycle, required capital, Basel II