Nonlinearities in CDS-bond basis
Kurmaş Akdoğan and Meltem Gülenay Chadwick
| Year of publication: |
2013
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|---|---|
| Authors: | Akdoğan, Kurmaş ; Gülenay Chadwick, Meltem |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 49.2013, 3, p. 6-19
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| Subject: | CDS-bond basis | nonlinear adjustment | Kreditderivat | Credit derivative | Schätzung | Estimation | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | ARCH-Modell | ARCH model | Mexiko | Mexico | Brasilien | Brazil | Argentinien | Argentina |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010200891