Investigating the dependence structure between credit default swap spreads and the U.S. financial market
| Year of publication: |
2010
|
|---|---|
| Authors: | Gatfaoui, Hayette |
| Published in: |
Annals of Finance. - Springer. - Vol. 6.2010, 4, p. 511-535
|
| Publisher: |
Springer |
| Subject: | Archimedean copulas | Concordance measures | Credit risk | Market risk | Risk management | Tail dependence |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008673611