Subprime mortgage defaults and credit default swaps
Year of publication: |
2015
|
---|---|
Authors: | Arentsen, Eric ; Mauer, David C. ; Rosenlund, Brian ; Zhang, Harold H. ; Zhao, Feng |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 70.2015, 2, p. 689-732
|
Subject: | Ausfallrisiko | Kreditderivat | Credit derivative | Risikoprämie | Risk premium | Subprime-Krise | Subprime financial crisis | Welt | World | 2003-2007 |
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