CDS spreads as an independent measure of credit risk
Year of publication: |
2017
|
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Authors: | Kiesel, Florian ; Spohnholtz, Jonathan |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 18.2017, 2, p. 122-144
|
Subject: | Credit default swaps | Credit ratings | Credit rating agency | Credit risk | Implicit ratings | Finanzdienstleistung | Financial services | Kreditrisiko | Kreditderivat | Credit derivative | Tourismusregion | Tourism destination | Kreditwürdigkeit | Credit rating | Ratingagentur | Rating agency | Zinsstruktur | Yield curve |
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