The conditional dependence structure of banking sector credit default swap indices
Rania Zghal, Ahmed Ghorbel and Mohamed Triki (Faculty of Economics and Management Sciences, University of Sfax, Tunisia)
| Year of publication: |
2015
|
|---|---|
| Authors: | Zghal, Rania ; Ghorbel, Ahmed ; Triki, Mohamed Wajdi |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 4.2015, 3/4, p. 273-298
|
| Subject: | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Bank | Kreditgeschäft | Bank lending |
| 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/10011546011