On the reliability of a credit default swap contract during the EMU debt crisis
Petra Buzková, Miloš Kopa
| Year of publication: |
2016
|
|---|---|
| Authors: | Buzková, Petra ; Kopa, Miloš |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 66.2016, 6, p. 510-538
|
| Subject: | credit default swap | debt crisis | Chow breakpoint test | reduced form valuation model | seemingly unrelated regression | Kreditderivat | Credit derivative | Eurozone | Euro area | Kreditrisiko | Credit risk | Regressionsanalyse | Regression analysis | Schuldenkrise | Debt crisis | Theorie | Theory |
| 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/10011582641