Disastrous defaults
Year of publication: |
2021
|
---|---|
Authors: | Gouriéroux, Christian ; Monfort, Alain ; Mouabbi, Sarah ; Renne, Jean-Paul |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 25.2021, 6, p. 1727-1772
|
Subject: | Disaster risk | systemic entities | Default dependencies | Credit derivatives | Equilibrium model | Finanzdienstleistung | Financial services | Theorie | Theory | Derivat | Derivative | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Kreditderivat | Credit derivative | Risikoprämie | Risk premium | Katastrophe | Disaster |
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