Common factors in credit defaults swaps markets
Year of publication: |
2012
|
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Authors: | Chen, Yi-hsuan ; Härdle, Wolfgang Karl |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Kreditderivat | Kreditrisiko | Risikoprämie | Hauptkomponentenanalyse | Schätzung | Finanzkrise | Welt | credit default swaps | common factors | credit risk |
Series: | SFB 649 Discussion Paper ; 2012-063 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 728977478 [GVK] hdl:10419/79599 [Handle] RePEc:hum:wpaper:sfb649dp2012-063 [RePEc] |
Classification: | c38 ; G32 - Financing Policy; Capital and Ownership Structure ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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