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~person:"Wolff, Christian"
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European sovereign debt crisis
2
crash risk
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credit default swaps
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currency options
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currency stability
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risk-neutral distribution
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tail risk
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Wolff, Christian
Bekkour, Lamia
4
Jin, Xisong
4
Lehnert, Thorsten
4
Rasmouki, Fanou
4
Bai, Shuming
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Koong, Kai S.
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Liu, Lai C.
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Wang, Bin
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Alireza Zarei
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Wolff, Christiaan Cornelis Petrus
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Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
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Luxembourg School of Finance, Faculté de droit, d'économie et de finance
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Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency
Lehnert, Thorsten
;
Bekkour, Lamia
;
Jin, Xisong
; …
-
Luxembourg School of Finance, Faculté de droit, …
-
2012
risk-neutral skewness. We propose a new indicator for
currency
stability
by combining the risk-neutral moments into an …
Persistent link: https://www.econbiz.de/10010720562
Saved in:
2
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency
Lehnert, Thorsten
;
Bekkour, Lamia
;
Jin, Xisong
; …
-
Centre de Recherche en Économie Appliquée (CREA), …
-
2012
risk-neutral skewness. We propose a new indicator for
currency
stability
by combining the risk-neutral moments into an …
Persistent link: https://www.econbiz.de/10010900740
Saved in:
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