Instantaneous credit risk correlation
Year of publication: |
2007
|
---|---|
Authors: | Byström, Hans N. E. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 17.2007, 2, p. 5-12
|
Subject: | Kreditrisiko | Credit risk | Korrelation | Correlation | Swap | Welt | World | 2004-2007 |
-
Forecasting credit default swap premiums with Google search volume
Bethke, Sebastian, (2016)
-
Asset correlations: shifting tides
Chernih, Andrew, (2006)
-
Blümke, Oliver, (2015)
- More ...
-
Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market
Byström, Hans N. E., (2005)
-
Credit risk management in Greater China
Byström, Hans N. E., (2008)
-
The age of turbulence : credit derivatives style
Byström, Hans N. E., (2008)
- More ...