Credit risk signals in CDS market vs agency ratings
Year of publication: |
2016
|
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Authors: | Jacobs, Michael <Jr.> ; Karagozoglu, Ahmet K. ; Layish, Dina Naples |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 17.2016, 2, p. 194-217
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Subject: | CDS | Credit rating agencies | Credit risk | Credit default swap | Credit ratings | Kreditrisiko | Kreditderivat | Credit derivative | Kreditwürdigkeit | Credit rating | Ratingagentur | Rating agency | Theorie | Theory | Länderrisiko | Country risk | Welt | World |
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