Modelling CDS Volatility at Different Tenures : An Application for Latin-American Countries
Year of publication: |
2023
|
---|---|
Authors: | Gamboa, Fredy ; Romero, Jose V |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Lateinamerika | Latin America | Kreditderivat | Credit derivative |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.4360074 [DOI] |
Classification: | C22 - Time-Series Models ; c58 ; G01 - Financial Crises ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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