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~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"NBER Working Paper"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"Working paper series"
~language:"eng"
~subject:"Finanzdienstleistung"
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Search: subject_exact:"CDO (Collateralized debt obligations)"
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Finanzdienstleistung
Credit derivative
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Kalotay, Egon
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Liu, Feng
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Peltonen, Tuomo
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Trück, Stefan
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Assessing sovereign default risk : a bottom-up approach
Liu, Feng
;
Kalotay, Egon
;
Trück, Stefan
- In:
Economic modelling
70
(
2018
),
pp. 525-542
Persistent link: https://www.econbiz.de/10012027982
Saved in:
2
Disentangling the bond-CDS nexus : a stress test model of the CDS market
Vuillemey, Guillaume
;
Peltonen, Tuomo
- In:
Economic modelling
49
(
2015
),
pp. 32-45
Persistent link: https://www.econbiz.de/10011439475
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