The conditional dependence structure of insurance sector credit default swap indices
Go Tamakoshi; Shigeyuki Hamori
| Year of publication: |
2014
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|---|---|
| Authors: | Tamakoshi, Go ; Hamori, Shigeyuki |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 30.2014, p. 122-132
|
| Subject: | Insurance sector CDS | Copulas | Financial crises | Systemic risk | Kreditderivat | Credit derivative | Versicherung | Insurance | Finanzkrise | Financial crisis | Multivariate Verteilung | Multivariate distribution | Kreditrisiko | Credit risk | Systemrisiko | Welt | World | Kreditversicherung | Credit insurance |
| 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/10010463549