Do correlated defaults matter for CDS premia? : an empirical analysis

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Do correlated defaults matter for CDS premia? : an empirical analysis

Author: Koziol, Christian; Koziol, Philipp; Schön, Thomas
Tübinger Autor(en):
Koziol, Christian
Schön, Thomas
Issue year: 2014
Series: Discussion paper / Deutsche Bundesbank; Eurosystem;2014,21
Verlagsangabe: Frankfurt am Main : Deutsche Bundesbank
Language: English
Full text: http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2014/2014_09_01_dkp_21.pdf?__blob=publicationFile
ISBN: 978-3-95729-054-0
DDC Classifikation: 330 - Economics
Dokumentart: Book
Pages: 40 S.
Note: vgl auch: Dodrecht : Springer (Review of derivatives research (2015-02-17), Bd. 18, H. 3, S. 191-224); http://dx.doi.org/10.1007/s11147-015-9109-4
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