The impact of stock returns volatility on credit default swap rates: A copula study
Fathi Abid and Nader Naifar
| Year of publication: |
2005
|
|---|---|
| Authors: | Abid, Fathi ; Naifar, Nader |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 8, p. 1135-1155
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Kredit | Credit | Insolvenz | Insolvency | Swap | Japan |
| Extent: | graph. Darst. |
|---|---|
| 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/10003280048