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

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dc.contributor.author Koziol, Christian
dc.contributor.author Schön, Thomas
dc.date.accessioned 2015-10-27T14:42:20Z
dc.date.available 2015-10-27T14:42:20Z
dc.date.issued 2015-02-17
dc.identifier.issn 1573-7144
dc.identifier.issn 1380-6645 de_DE
dc.identifier.uri http://hdl.handle.net/10900/65985
dc.language.iso en de_DE
dc.publisher Dodrecht [u.a.] : Springer de_DE
dc.relation.uri http://dx.doi.org/10.1007/s11147-015-9109-4 de_DE
dc.rights info:eu-repo/semantics/closedAccess
dc.subject.ddc 050 de_DE
dc.subject.ddc 330 de_DE
dc.title Do correlated defaults matter for CDS premia? : an empirical analysis de_DE
dc.type Artikel de_DE
utue.kommentar.intern vgl auch: Discussion paper / Deutsche Bundesbank; Eurosystem ; 2014,21; https://bibliographie.uni-tuebingen.de/xmlui/handle/10900/58359 de_DE
utue.publikation.seiten 191-224 de_DE
utue.personen.roh Koziol, Christian
utue.personen.roh Koziol, Philipp
utue.personen.roh Schön, Thomas
dcterms.isPartOf.ZSTitelID Review of derivatives research de_DE
dcterms.isPartOf.ZS-Issue 3 de_DE
dcterms.isPartOf.ZS-Volume 18 de_DE


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