Excess comovement in credit default swap markets : Evidence from the CDX indices
Year of publication: |
2022
|
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Authors: | Cathcart, Lara ; El-Jahel, Lina ; Evans, Leo ; Shi, Yining |
Publisher: |
[S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Schätzung | Estimation | Swap | Kreditrisiko | Credit risk | Derivat | Derivative |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Markets, 43, 96-120 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2019 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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