CDS Returns
Year of publication: |
2020
|
---|---|
Authors: | Augustin, Patrick ; Saleh, Fahad ; Xu, Haohua |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 118.2020, p. 1-27
|
Subject: | Correlations | Default swaps | Derivatives | Hedge ratios | ISDA | Leverage | Derivat | Derivative | Kreditderivat | Credit derivative | Swap | Hedging | Kapitalstruktur | Capital structure | Theorie | Theory | Kapitaleinkommen | Capital income | Kreditrisiko | Credit risk | Insolvenz | Insolvency |
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