The risk of betting on risk : Conditional variance and correlation of bank credit default swaps
| Year of publication: |
2020
|
|---|---|
| Authors: | Huang, Xin |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 40.2020, 5, p. 710-721
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22068 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012189097