Dependence structure between the credit default swap return and the kurtosis of the equity return distribution : evidence from Japan
Year of publication: |
2008
|
---|---|
Authors: | Chen, Yi-Husan ; Tu, Anthony H. ; Wang, Kehluh |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 18.2008, 3, p. 259-271
|
Subject: | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Japan |
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