Investigating the dependence structure between credit default swap spreads and the U.S. financial market
Year of publication: |
2010
|
---|---|
Authors: | Gatfaoui, Hayette |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 6.2010, 4, p. 511-535
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Subject: | Derivat | Derivative | Kreditderivat | Credit derivative | Börsenkurs | Share price | Finanzmarkt | Financial market | Korrelation | Correlation | USA | United States |
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