Do Rare Events Explain CDX Tranche Spreads?
| Year of publication: |
2018
|
|---|---|
| Authors: | SEO, SANG BYUNG ; WACHTER, JESSICA A. |
| Published in: |
The Journal of Finance. - Wiley, ISSN 0022-1082, ZDB-ID 2010241-0. - Vol. 73.2018, 5 (10.10.), p. 2343-2383
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jofi.12705 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012094218