The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing
Year of publication: |
[2021]
|
---|---|
Authors: | Arismendi-Zambrano, Juan ; Belitsky, Vladimir ; Amorim Sobreiro, Vinicius ; Kimura, Herbert |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Messung | Measurement | Statistische Verteilung | Statistical distribution | Kreditderivat | Credit derivative |
Extent: | 1 Online-Ressource (61 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Stability, (Preprint) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 4, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3931840 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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