From equity to default correlation with taxes

Economics, Econometrics and Finance

• Taxation 100%
• Corporate Taxation 50%
• Personal Tax 50%
• Credit Derivative 50%
• Capital Income 50%

Keyphrases

• Default Correlation 100%
• Correlation-based 20%
• Correlation Model 10%
• Prediction Accuracy 10%
• Effective Strategies 10%
• Personal Taxes 10%
• Default Risk 10%
• Structural Framework 10%
• Fixed Income Investment 10%
• Corporate Tax 10%
• Credit Portfolio 10%
• Credit Derivatives 10%