Credit risk clustering in a business group: which matters more, systematic or idiosyncratic risk?

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• who: Li et al. from the Feng Li is Assistant Professor of Statistics in School of Statistics and Mathematics at Central University of Finance and Economics in ChinaFeng obtained his Ph.D. degree in Statistics at Stockholm University in, . His research interests include Bayesian analysis, financial econometrics, statistical computing and multivariate analysis. Zhuojing He is a Postdoctoral Research Fellow of Business Administration in Southwestern University of Finance and Economics, Sichuan, China. She obtained her PhD degree of Management from Business School in Central University of Finance and Economics, Beijing, China in, . Her research interests include financial risk . . .
  

   

  

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