Access Statistics for Matteo Barbagli

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework 0 0 0 0 0 1 8 16
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default 0 0 0 27 0 0 10 81
The role of CDS spreads in explaining bond recovery rates 0 0 0 3 1 2 14 27
Total Working Papers 0 0 0 30 1 3 32 124


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework 0 0 7 30 0 1 34 77
Total Journal Articles 0 0 7 30 0 1 34 77


Statistics updated 2026-08-07