On the performances of dynamic conditional correlation models in the sovereign CDS market and the corresponding bond market
Saker Sabkha
| Year of publication: |
2021
|
|---|---|
| Authors: | Sabkha, Saker |
| Published in: |
Financial and economic systems : transformations and new challenges. - New Jersey : World Scientific, ISBN 978-1-78634-949-1. - 2021, p. 187-212
|
| Subject: | Kreditderivat | Credit derivative | Rentenmarkt | Bond market | Korrelation | Correlation | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012600056