THE CORRELATION STRUCTURE OF THE CDS MARKET: An Empirical Investigation
| Year of publication: |
2013
|
|---|---|
| Authors: | Cathcart, Lara ; El-Jahel, Lina ; Evans, Leonard |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 22.2013, 4, p. 53-74
|