The conditional dependence structure of insurance sector credit default swap indices
Year of publication: |
2014
|
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Authors: | Tamakoshi, Go ; Hamori, Shigeyuki |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 30.2014, p. 122-132
|
Subject: | Insurance sector CDS | Copulas | Financial crises | Systemic risk | Kreditderivat | Credit derivative | Finanzkrise | Financial crisis | Versicherung | Insurance | Multivariate Verteilung | Multivariate distribution | Welt | World | Systemrisiko | Kreditrisiko | Credit risk | Kreditversicherung | Credit insurance |
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