Correlation, CDOs of ABS and the subprime crisis
| Year of publication: |
2009
|
|---|---|
| Authors: | Lardy, Jean-Pierre ; Patras, Frédéric ; Vialard, François-Xavier |
| Institutions: | Université Paris-Dauphine (Paris IX) |
| Subject: | systemic risks | high correlation regimes | subprime crisis |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Financial risks : new developments in structured product & credit derivatives, |
| Classification: | D53 - Financial Markets ; C6 - Mathematical Methods and Programming |
| Source: |
Persistent link: https://www.econbiz.de/10010707701