Shahriar Azizpour

Stanford University - Management Science & Engineering

473 Via Ortega

Stanford, CA 94305-9025

United States

SCHOLARLY PAPERS

2

DOWNLOADS
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Top 33,768

in Total Papers Downloads

1,332

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Exploring the Sources of Default Clustering

Journal of Financial Economics 129 (2018), 154-183
Number of pages: 73 Posted: 05 May 2008 Last Revised: 31 Jul 2018
Shahriar Azizpour, Kay Giesecke and Gustavo Schwenkler
Stanford University - Management Science & Engineering, Stanford University - Management Science & Engineering and Boston University - Questrom School of Business
Downloads 838 (28,162)
Citation 5

Abstract:

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Correlated default, contagion, frailty, fitness test, time change

2.

Premia for Correlated Default Risk

Journal of Economic Dynamics and Control, Vol. 35, No. 8, pp. 1340-1357, 2011
Number of pages: 31 Posted: 25 Mar 2008 Last Revised: 15 Jun 2016
Kay Giesecke, Shahriar Azizpour and Baeho Kim
Stanford University - Management Science & Engineering, Stanford University - Management Science & Engineering and Korea University Business School (KUBS)
Downloads 494 (56,782)
Citation 3

Abstract:

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Correlated default, risk premium, intensity, feedback, contagion, frailty, swap, CDX, tranche, index