The relevance of market variables in the CDS spread volatility : an empirical post-crisis analysis
Elisa Di Febo, Eliana Angelini
| Year of publication: |
December 2018
|
|---|---|
| Authors: | Di Febo, Elisa ; Angelini, Eliana |
| Published in: |
Global business review. - New Delhi [u.a.] : Sage, ISSN 0972-1509, ZDB-ID 2004354-5. - Vol. 19.2018, 6, p. 1462-1477
|
| Subject: | CDS | credit risk | credit spreads | market variables | post-crisis | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Volatilität | Volatility | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972150918794566 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011982810