CDS volatility : the key signal of credit quality
Year of publication: |
2013
|
---|---|
Authors: | Castellano, Rosella ; D'Ecclesia, Rita L. |
Published in: |
Operations research models in banking management. - New York, NY : Springer. - 2013, p. 89-107
|
Subject: | Kreditderivat | Credit derivative | Volatilität | Volatility | Ereignisstudie | Event study | ARCH-Modell | ARCH model |
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