Details about Yuri I. Sokolov
Access statistics for papers by Yuri I. Sokolov.
Last updated 2012-10-07. Update your information in the RePEc Author Service.
Short-id: pso243
Working Papers
2012
- Modeling risk in a dynamically changing world: from association to causation
MPRA Paper, University Library of Munich, Germany
View citations (1)
2010
- Business cycle effects on portfolio credit risk: A simple FX Adjustment for a factor model
MPRA Paper, University Library of Munich, Germany
View citations (2)
2009
- Interaction between market and credit risk: Focus on the endogeneity of aggregate risk
MPRA Paper, University Library of Munich, Germany
View citations (4)