Lars Ronnegard

Dalarna University

SE-788 81 Borlange

Sweden

  • Dalarna University

    • Email
    • Tel: +46 23 77 85 58
SCHOLARLY PAPERS

1

DOWNLOADS

267

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Is Firm Interdependence Within Industries Important for Portfolio Credit Risk?

Sveriges Riksbank Working Paper No. 168, Riksbank Research Paper Series No. 11
Number of pages: 33 Posted: 14 Sep 2004
Kenneth Carling, Lars Ronnegard and Kasper Roszbach
Uppsala University, Dalarna University and Norges Bank - Research Department
Downloads 267 (184,006)
Citation 5

Abstract:

Loading...

Value-at-risk, credit risk, portfolio credit risk, duration model, default correlation, industry dependency, cluster errors