Financial Markets and Portfolio Management

, Volume 17, Issue 3, pp 309–331

Correlations and business cycles of credit risk: Evidence from bankruptcies in Germany

  • Daniel Rösch

DOI: 10.1007/s11408-003-0303-2

Cite this article as:
Rösch, D. Fin Mkts Portfolio Mgmt (2003) 17: 309. doi:10.1007/s11408-003-0303-2

Copyright information

© Swiss Society for Financial Market Research 2003

Authors and Affiliations

  • Daniel Rösch
    • 1
  1. 1.Department of Statistics, Faculty of Business and EconomicsUniversity of RegensburgRegensburgGermany

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