Implications for Risk Management and Regulation : A Study of Long-Term Dependence in the Credit Default Swap (CDS) Indices Market
Year of publication: |
2012
|
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Authors: | Madhavan, Vinodh ; Pruden, Henry O. |
Publisher: |
[S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Regulierung | Regulation | Welt | World | Kreditversicherung | Credit insurance |
Extent: | 1 Online-Ressource (9 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 22, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1989911 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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