Do rare events explain CDX tranche spreads?

Sang Byung Seo, Jessica A. Wachter

Year of publication:	September 16, 2016
Authors:	Seo, Sang Byung ; Wachter, Jessica
Publisher:	[Philadelphia, PA : Rodney L. White Center for Financial Research]
Subject:	Kreditderivat \| Credit derivative \| Indexderivat \| Index derivative \| Optionspreistheorie \| Option pricing theory \| Risikoprämie \| Risk premium \| Finanzkrise \| Financial crisis \| Levy-Prozess \| Levy process \| Ausreißer \| Outliers \| Theorie \| Theory \| USA \| United States \| 2005-2008

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