Credit default swap prices as risk indicators of listed German banks
Year of publication: |
2007
|
---|---|
Authors: | Düllmann, Klaus ; Sosinska, Agnieszka |
Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 21.2007, 3, p. 269-292
|
Publisher: |
Springer |
Subject: | Credit default swaps | Credit risk | Market indicators | Reduced-form models | G 12 | G 21 | G 13 | C 13 |
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