Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Year of publication: |
2007
|
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Authors: | Carr, Peter ; Wu, Liuren |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 8, p. 2383-2403
|
Subject: | Devisenoption | Currency option | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Swap | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve |
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