The correlation structure of the CDS market : an empirical investigation
Lara Cathcart, Lina El-Jahel, and Leonard Evans
| Year of publication: |
2013
|
|---|---|
| Authors: | Cathcart, Lara ; Jahel, Lina el ; Evans, Leonard |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 22.2013, 4, p. 53-74
|
| Subject: | Kreditderivat | Credit derivative | Korrelation | Correlation |
| 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/10009745223