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Default correlation: rating, industry ripple effect, and business cycle
Howard Qi
, Jian Shi, Yan Alice Xie
Research output
:
Contribution to journal
›
Article
›
peer-review
1
Scopus citations
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Dive into the research topics of 'Default correlation: rating, industry ripple effect, and business cycle'. Together they form a unique fingerprint.
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Keyphrases
Business Cycles
100%
Ripple Effect
100%
Default Correlation
100%
Upstream Industry
28%
Downstream Industry
28%
Correlation Changes
28%
Supply Chain
14%
Upstream-downstream
14%
Correlated Defaults
14%
Major Risk
14%
Default Risk
14%
Bond Portfolio
14%
Investment Horizon
14%
Bond Ratings
14%
Economics, Econometrics and Finance
Industry
100%
Business Cycle
100%