How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches
Year of publication: |
2008-06
|
---|---|
Authors: | Scheicher, Martin |
Institutions: | European Central Bank |
Subject: | Collateralised Debt Obligation | Correlation | Credit derivative | Credit Spread |
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How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches
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