Markov chain Monte Carlo estimation of default and recovery: dependent via the latent systematic factor
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- repec:uts:ppaper:v:15:y:2005:i:3:p:63-75 is not listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-BAN-2010-11-20 (Banking)
- NEP-RMG-2010-11-20 (Risk Management)
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