违约相关性分析  

Correlation analysis of Fell Bac

作　　者：韩平[1] 席酉民[1] 

机构地区：[1]西安交通大学

出　　处：《统计研究》2001年第5期52-56,共5页Statistical Research

基　　金：国家自然科学基金!79830010

摘　　要：This article gives the definition of corporate default correlation and analyzes corporate correlation according to economic theory.It analyzes the factors affecting corporate default correlation and puts forward a synthesized analysis model for corporate default correlation based on evaluating existing default correlation analyzing analysis method.This article gives the definition of corporate default correlation and analyzes corporate correlation according to economic theory.It analyzes the factors affecting corporate default correlation and puts forward a synthesized analysis model for corporate default correlation based on evaluating existing default correlation analyzing analysis method.

关 键 词：违约相关性 资产 信用等级 企业 经济网络化 

分 类 号：F273.7[经济管理—企业管理]