Investigating the dependence structure between credit default swap spreads and the U.S. financial market
Hayette Gatfaoui
| Year of publication: |
2010
|
|---|---|
| Authors: | Gatfaoui, Hayette |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 6.2010, 4, p. 511-535
|
| Subject: | Derivat | Derivative | Kreditderivat | Credit derivative | Börsenkurs | Share price | Finanzmarkt | Financial market | Korrelation | Correlation | USA | United States |
| 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/10008652598