The impact of CDX spreads on individual credit default swap contracts
Zagdbazar Davaadorj
| Year of publication: |
2024
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|---|---|
| Authors: | Davaadorj, Zagdbazar |
| Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 10.2024, 1, p. 35-46
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| Subject: | capital asset pricing model | CAPM | CDS | CDX | credit default swap | credit default swap index | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Swap | Kreditversicherung | Credit insurance | Risikoprämie | Risk premium |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJFMD.2024.140653 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015064459