Jian Shi

Federal National Mortgage Association (Fannie Mae)

3900 Wisconsin Avenue, NW

Washington, DC 20016-2892

United States

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A Structural Approach for Predicting Default Correlation

Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 20 Posted: 06 Sep 2012 Last Revised: 21 Jan 2013

Sheen Liu, Howard Qi, Jian Shi and Yan Alice Xie

Washington State University - Vancouver, Michigan Technological University, Federal National Mortgage Association (Fannie Mae) and University of Michigan at Dearborn

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