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European sovereign debt crisis
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credit default swaps
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risk-neutral distribution
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London School of Economics and Political Science
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Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency
Bekkour, Lamia
;
Jin, Xisong
;
Lehnert, Thorsten
; …
-
C.E.P.R. Discussion Papers
-
2012
by the risk-neutral skewness. We propose a new indicator for
currency
stability
by combining the risk-neutral moments …
Persistent link: https://www.econbiz.de/10011084233
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