Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries
Lu Yang, Lei Yang, Shigeyuki Hamori
| Year of publication: |
2018
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|---|---|
| Authors: | Yang, Lu ; Yang, Lei ; Hamori, Shigeyuki |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 59.2018, p. 19-34
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| Subject: | Copula | Dependence | Sovereign credit default swap | Wavelet | Kreditderivat | Credit derivative | Öffentliche Anleihe | Public bond | Welt | World | BRICS-Staaten | BRICS countries | Multivariate Verteilung | Multivariate distribution | Kreditrisiko | Credit risk | Länderrisiko | Country risk | Swap |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2018.06.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006896