The effect of credit rating events on the emerging CDS market
Laura Ballester and Ana González-Urteaga
| Year of publication: |
2017
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|---|---|
| Authors: | Ballester, Laura ; González-Urteaga, Ana |
| Published in: |
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016. - Cham, Switzerland : Springer Nature, ISBN 978-3-319-50233-5. - 2017, p. 17-28
|
| Subject: | Kreditderivat | Credit derivative | Kreditwürdigkeit | Credit rating | Welt | World | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-50234-2_2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012098738