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The Hazard Rates of First and Second Defaults
Brent W. Ambrose
, Charles A. Capone
Year
2000
Venue
The Journal of Real Estate Finance and Economics
Type
article
Citations
77
DOI
10.1023/a:1007837225924
OpenAlex
W2117470999
Topics
Housing Market and Economics
Default
Default risk
Synthetic CDO
Actuarial science
Business