Estimating loss given default from CDS under weak identification
Lily Y. Liu
| Year of publication: |
2022
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|---|---|
| Authors: | Liu, Lily Y. |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 20.2022, 2, p. 310-344
|
| Subject: | weak identification | loss given default | credit default swaps | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Finanzdienstleistung | Financial services | Insolvenz | Insolvency |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbaa012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187982