The impact of counterparty risk on credit default swap pricing dynamics
Stefan Morkoetter; Johanna Pleus; Simone Westerfeld
| Year of publication: |
2012
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|---|---|
| Authors: | Morkoetter, Stefan ; Pleus, Johanna ; Westerfeld, Simone |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 8.2012, 1, p. 63-88
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| Subject: | Kreditderivat | Credit derivative | Risikomaß | Risk measure | Kreditrisiko | Credit risk | EU-Staaten | EU countries | Nordamerika | North America |
| 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/10009539242