International credit default swaps market during European crisis : a Markov switching approach
Ayben Koy
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Koy, Ayben |
| Published in: |
Global financial crisis and it's ramifications on capital markets : opportunities and threats on volatile economic conditions. - Cham : Springer, ISBN 3-319-47020-5. - 2017, p. 431-443
|
| Subject: | Kreditderivat | Credit derivative | EU-Staaten | EU countries | Finanzkrise | Financial crisis | Markov-Kette | Markov chain | Kreditrisiko | Credit risk | Europa | Europe |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-47021-4_30 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011809945