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H index
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Citations
Université Catholique de Louvain | 0 H index 0 i10 index 0 Citations RESEARCH PRODUCTION: 1 Articles 3 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Matteo Barbagli. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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LIDAM Discussion Papers LFIN / Universit� catholique de Louvain, Louvain Finance (LFIN) | 2 |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2021 | Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
2024 | The role of CDS spreads in explaining bond recovery rates In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
2023 | Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
2023 | Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework.(2023) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team