CDS volatility : the key signal of credit quality
Rosella Castellano, Rita L. D'Ecclesia
| Year of publication: |
2013
|
|---|---|
| Authors: | Castellano, Rosella ; D'Ecclesia, Rita L. |
| Published in: |
Operations research models in banking management. - New York, NY : Springer. - 2013, p. 89-107
|
| Subject: | Kreditderivat | Credit derivative | Volatilität | Volatility | Ereignisstudie | Event study | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009739303