On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets
Saker Sabkha
| Year of publication: |
2018
|
|---|---|
| Authors: | Sabkha, Saker |
| Publisher: |
Lyon |
| Subject: | Credit Default Swaps | Worldwide Sovereign Markets | Fractionally-integrated models | Forecasting volatility | Contagion | Risk spillover | Kreditderivat | Credit derivative | Volatilität | Volatility | Welt | World | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Spillover-Effekt | Spillover effect | Ansteckungseffekt | Contagion effect | Öffentliche Anleihe | Public bond | Länderrisiko | Country risk | Risikoprämie | Risk premium |
freely available
| Extent: | 1 Online-Ressource (circa 229 Seiten) Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Université Claude Bernard Lyon 1, 2018 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012165711