The pricing of correlated default risk : evidence from the credit derivatives market
Year of publication: |
2007
|
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Authors: | Tarashev, Nikola A. ; Zhu, Haibin |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 18.2008/09, 1, p. 5-24
|
Subject: | Portfolio-Investition | Foreign portfolio investment | Derivat | Derivative | Risikoprämie | Risk premium | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance |
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