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 : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 8.2012, 1, p. 63-88
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010007226