Do correlated defaults matter for CDS premia? An empirical analysis
Year of publication: |
2014
|
---|---|
Authors: | Koziol, Christian ; Koziol, Philipp ; Schön, Thomas |
Institutions: | Deutsche Bundesbank |
Subject: | Correlated Defaults | Systemic Risk | Idiosyncratic Risk | Collateralized Debt Obligations | Credit Default Swaps | Credit Derivatives |
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Do correlated defaults matter for CDS premia? : an empirical analysis
Koziol, Christian, (2014)
-
Do correlated defaults matter for CDS premia? An empirical analysis
Koziol, Christian, (2014)
-
Do correlated defaults matter for CDS premia?
Koziol, Christian, (2015)
- More ...
-
Do correlated defaults matter for CDS premia? An empirical analysis
Koziol, Christian, (2014)
-
Do correlated defaults matter for CDS premia? : an empirical analysis
Koziol, Christian, (2014)
-
Do correlated defaults matter for CDS premia?
Koziol, Christian, (2015)
- More ...