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The underlying dynamics of credit correlations
Berd, Arthur; Engle, Robert F.; Voronov, Artem - In: The definitive guide to CDOs : market, application, …, (pp. 73-116). 2008
Persistent link: https://www.econbiz.de/10003918664
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Can CDO equity be short on correlation?
Aǧca, Şenay; Islam, Saiyid - In: The journal of alternative investments 12 (2009/10) 4, pp. 85-96
Persistent link: https://www.econbiz.de/10003974201