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Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis

Author

Publishing year

2003

Language

English

Publication/Series

Working Papers. Department of Economics, Lund University

Issue

1

Document type

Working paper

Publisher

Department of Economics, Lund University

Topic

  • Economics

Keywords

  • banking crisis
  • default
  • credit risk
  • extreme value theory

Status

Published