Moodys / Renault / The Bank of International / Penn Central / Citigroup / Enron / Gifford Fong Associates / WorldCom / Derivatives Securities / Compustat / /
Country
United States / /
Currency
pence / USD / / /
Facility
Nikunj Kapadia Department of Finance University of Massachusetts Amherst / Sanjiv Das Department of Finance Santa Clara University / /
IndustryTerm
structured credit products / /
Organization
CRSP / Congress / Sanjiv Das Department of Finance Santa Clara University Santa Clara / Graduate School / Nikunj Kapadia Department of Finance University of Massachusetts Amherst / U.S. Federal Reserve Board / NATIONAL BUREAU OF ECONOMIC RESEARCH / Federal Deposit Insurance Corporation / Stanford University Stanford / /
Person
Leandro Saita / Sanjiv Das / Paul Kupiec / Jean Helwege / Darrell Duffie Nikunj Kapadia Leandro Saita / Bharath / Mark Flannery / Philip Shively / Ed Altman / Darrell Duffie / Robert Jarrow / George Pennacchi / Haluk Unal / Edward Kane / Louis Scott / Ai / Neal Pearson / Dan Nuxoll / Nikunj Kapadia / Sanjiv Das Darrell Duffie Nikunj / / /
Position
author / editor / Professor / rt / first author / Fisher / /
NBER WORKING PAPER SERIES COMMON FAILINGS: HOW CORPORATE DEFAULTS ARE CORRELATED Sanjiv Das Darrell Duffie