Systemic credit risk premium : insights from credit derivatives markets
Kiwoong Byun, Baeho Kim, Dong Hwan Oh
| Year of publication: |
2025
|
|---|---|
| Authors: | Byun, Kiwoong ; Kim, Baeho ; Oh, Dong Hwan |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 45.2025, 9, p. 1448-1465
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| Subject: | CDS index | credit default swap | reference tranche rate | systemic credit risk premium | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Risikoprämie | Risk premium | Derivat | Derivative | Theorie | Theory | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.70003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015464897