H. Takada

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Correlated default risk plays a significant role in financial markets. Dynamic intensity-based models, in which a firm default is governed by a stochastic intensity process, are widely used to model correlated default risk. The computations in these models can be performed by Monte Carlo simulation. The standard simulation method, which requires the(More)
This study used structural equation modeling to investigate directional relationships between coping with interpersonal stress and received support. One hundred and seventy-seven undergraduates who had experienced interpersonal stress during the past month answered questions about coping with interpersonal stress and received support. Structural equation(More)
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