Credit Derivatives and the Default Risk of Large Complex Financial Institutions
| Year of publication: |
2012
|
|---|---|
| Authors: | Calice, Giovanni ; Ioannidis, Christos ; Williams, Julian |
| Published in: |
Journal of Financial Services Research. - Springer, ISSN 0920-8550. - Vol. 42.2012, 1, p. 85-107
|
| Publisher: |
Springer |
| Subject: | Distance to default | Credit derivatives | Credit default swap index |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010863584