Persistence of bank credit default swap spreads
Year of publication: |
2019
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Authors: | Huang, Xin |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 7.2019, 3/90, p. 1-13
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Subject: | cointegration | credit default swap spreads | unit root | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Derivat | Derivative | Zinsstruktur | Yield curve |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7030090 [DOI] hdl:10419/257928 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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