Ebert, S., & Lütkebohmert, E. (2009). Improved modeling of double default effects in Basel II: An endogenous asset drop model without additional correlation. Bonn Econ Discussion Papers.
Chicago Style (17th ed.) CitationEbert, Sebastian, and Eva Lütkebohmert. "Improved Modeling of Double Default Effects in Basel II: An Endogenous Asset Drop Model Without Additional Correlation." Bonn Econ Discussion Papers 2009.
MLA (9th ed.) CitationEbert, Sebastian, and Eva Lütkebohmert. "Improved Modeling of Double Default Effects in Basel II: An Endogenous Asset Drop Model Without Additional Correlation." Bonn Econ Discussion Papers, 2009.
Warning: These citations may not always be 100% accurate.