Sources of credit risk : evidence from credit default swaps
Ren-Raw Chen, Frank J. Fabozzi, Ging-Ging Pan and Ronald Sverdlove
| Year of publication: |
2006
|
|---|---|
| Authors: | Chen, Ren-Raw ; Fabozzi, Frank J. ; Pan, Ging-Ging ; Sverdlove, Ronald |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 16.2006, 3, p. 7-21
|
| Subject: | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Kreditsicherung | Collateral | Modellierung | Scientific modelling | USA | United States | 2000-2003 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003422016