Federal Reserve Bank of San Francisco. "The Empirical Relationship between Average Asset Correlation, Firm Probability of Default and Asset Size, Working Paper 2002-05" in Working Papers (Federal Reserve Bank of San Francisco)
(June 17, 2002).
https://fraser.stlouisfed.org/title/7038/item/639123, accessed on May 13, 2025.
@FedFRASER