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~isPartOf:"Economic modelling"
~person:"Barone-Adesi, Giovanni"
~person:"Peltonen, Tuomo"
~subject:"Credit derivative"
~subject:"Welt"
~subject:"Yield curve"
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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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