Modeling CDS spreads : a comparison of some hybrid approaches
Year of publication: |
2020
|
---|---|
Authors: | Ballestra, Luca Vincenzo ; Pacelli, Graziella ; Radi, Davide |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 57.2020, p. 107-124
|
Subject: | CDS | Credit default swap | Default risk | Hybrid model | Finanzdienstleistung | Financial services | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Theorie | Theory | Kreditversicherung | Credit insurance | Risikoprämie | Risk premium | Insolvenz | Insolvency |
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