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考量違約相關性之信用風險衡量
by
張瑞珍(Jui-Jane Chang)
,
吳庭斌(Ting-Pin Wu)
,
陳素緞(Suduan Chen)
,
張智翔(Chih-Hsiang Chang)
Published in
管理學報
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管理學報
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Contagion Effect
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Credit Default Swap
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Default Correlation
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Frailty Factor
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Subprime Mortgage Crisis
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Tssci
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信用違約交換
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傳染效果
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次級房貸
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脆弱因子
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違約相關性
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