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
Published in: Review of derivatives research (2015-02-17), Bd. 18, H. 3, S. 191-224
Verlagsangabe: Dodrecht [u.a.] : Springer
Language: English
Full text: http://dx.doi.org/10.1007/s11147-015-9109-4
ISSN: 1573-7144
1380-6645
DDC Classifikation: 050 - General serial publications
330 - Economics
Dokumentart: Artikel
Note: vgl auch: Discussion paper / Deutsche Bundesbank; Eurosystem ; 2014,21; https://bibliographie.uni-tuebingen.de/xmlui/handle/10900/58359
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