The Determinants of CDS Spreads : Evidence from the Model Space
Year of publication: |
2016
|
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Authors: | Pelster, Matthias |
Other Persons: | Vilsmeier, Johannes (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Welt | World | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (63 p) |
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Series: | Bundesbank Discussion Paper ; No. 43/2016 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2885071 [DOI] |
Classification: | G12 - Asset Pricing ; C11 - Bayesian Analysis ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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