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~isPartOf:"Journal of monetary economics"
~person:"Capponi, Agostino"
~subject:"Credit risk"
~subject:"Portfolio selection"
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Journal of monetary economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The collateral rule : evidence from the credit default
swap
market
Capponi, Agostino
;
Cheng, Wan-Schwin Allen
;
Giglio, Stefano
- In:
Journal of monetary economics
126
(
2022
),
pp. 58-86
Persistent link: https://www.econbiz.de/10013364919
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