Exploring the components of credit risk in credit default swaps
Frank J. Fabozzi; Xiaolin Cheng; Ren-Raw Chen
| Year of publication: |
2007
|
|---|---|
| Authors: | Fabozzi, Frank J. ; Cheng, Xiaolin ; Chen, Ren-Raw |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 4.2007, 1, p. 10-18
|
| Subject: | Kreditrisiko | Credit risk | Swap | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003442040