Contagion and Excess Correlation in Credit Default Swaps
Year of publication: |
2016
|
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Authors: | Anderson, Mike |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Theorie | Theory | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Swap | Korrelation | Correlation |
Extent: | 1 Online-Ressource (43 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1937998 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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