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JEL Classification C2
"Econometric Methods: Single Equation Models"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C2 classification.     (sorted by date)

Default Contagion in Large Homogeneous Portfolios
by Alexander Herbertsson of Göteborg University
(1,512K PDF) -- 24 pages -- November 10, 2007

Dependency without Copulas or Ellipticity
by William T. Shaw of King's College London
(1,690K PDF) -- 10 pages -- September 2007

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Last modified: July 24, 2008