Anticipating credit events using credit default swaps : an application to sovereign debt crises
Jorge Antonio Chan-Lau
| Year of publication: |
2008
|
|---|---|
| Authors: | Chan-Lau, Jorge A. |
| Published in: |
Credit risk : models, derivatives, and management. - Boca Raton, Fla [u.a.] : CRC Press, ISBN 1-58488-994-2. - 2008, p. 139-154
|
| Subject: | Kreditderivat | Credit derivative | Öffentliche Schulden | Public debt | Schuldenkrise | Debt crisis | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003718345