A substitution effect between price clustering and size clustering in credit default swaps
Lei Meng; Thanos Verousis; Owain ap Gwilym
Year of publication: |
2013
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Authors: | Lei Meng ; Verousis, Thanos ; Ap Gwilym, Owain |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 24.2013, p. 139-152
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Subject: | Credit default swap | Price clustering | Size clustering | National amount | Kreditderivat | Credit derivative | Regionales Cluster | Regional cluster | Clusteranalyse | Cluster analysis | Kreditrisiko | Credit risk | Swap |
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