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JEL Classification C30
"Multivariate: General"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C30 classification.     (sorted by date)

Modeling Ultimate Loss Given Default on Corporate Debt
by Michael Jacobs, Jr. of the Office of the Comptroller of the Currency, and
Ahmet K. Karagozoglu of the Hofstra University
(149K PDF) -- 26 pages -- May 2011

An Econometric Model to Quantify Benchmark Downturn LGD on Residential Mortgages
by Marco Morone of Intesa Sanpaolo, and
Marco Cornaglia of Intesa Sanpaolo
(499K PDF) -- 28 pages -- May 28, 2010

Dynamic Copulas: Applications to finance and economics
by Daniel Totouom-Tangho of MINES ParisTech
(3,209K PDF) -- 158 pages -- November 6, 2007

Copula Methods vs Canonical Multivariate Distributions: the multivariate Student T distribution with general degrees of freedom
by William T. Shaw of King's College London, and
K.T. Amber Lee of King's College London
(484K PDF) -- 25 pages -- November 28, 2006

Inflation Uncertainty, Asset Valuations, and the Credit Spreads Puzzle
by Alexander David of the University of Calgary
(692K PDF) -- 56 pages -- November 2006

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