Dynamic credit default swaps curves in a network topology
Year of publication: |
30.12.2016
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Authors: | Xu, Xiu ; Chen, Cathy Yi-Hsuan ; Härdle, Wolfgang |
Publisher: |
Berlin : SFB 649, Humboldt-Universität zu Berlin |
Subject: | CDS | network | default risk | variance decomposition | risk management | Finanzdienstleistung | Financial services | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Swap | Risikoprämie | Risk premium | Unternehmensnetzwerk | Business network | Netzwerk | Network |
Extent: | 1 Online-Ressource (circa 47 Seiten) Illustrationen |
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Series: | SFB 649 discussion paper. - Berlin : [Verlag nicht ermittelbar], ISSN 1860-5664, ZDB-ID 2195055-6. - Vol. 2016-059 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/162501 [Handle] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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