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~isPartOf:"The journal of futures markets"
~source:"econis"
~subject:"Multivariate Verteilung"
~type_genre:"Aufsatz in Zeitschrift"
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Jacquier, Eric
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The journal of futures markets
International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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Review of derivatives research
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Empirical evidence on the dependence of credit default swaps and equity prices
Dupuis, Debbie
;
Jacquier, Eric
;
Papageorgiou, Nicolas
; …
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 695-712
Persistent link: https://www.econbiz.de/10003899237
Saved in:
2
Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
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