Tail Dependence of Eurozone Sovereign CDS Spreads
Year of publication: |
2018
|
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Authors: | Arakelian, Veni |
Other Persons: | Savona, Roberto (contributor) ; Vezzoli, Marika (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Eurozone | Euro area | EU-Staaten | EU countries | Zinsstruktur | Yield curve | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Öffentliche Schulden | Public debt | Kreditrisiko | Credit risk |
Extent: | 1 Online-Ressource (19 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 19, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3216584 [DOI] |
Classification: | G12 - Asset Pricing ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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