The role of a changing market environment for credit default swap pricing
Julian S. Leppin and Stefan Reitz
| Year of publication: |
July 2016
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|---|---|
| Authors: | Leppin, Julian Sebastian ; Reitz, Stefan |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 21.2016, 3, p. 209-223
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| Subject: | CDS spreads | Financial Crisis | Panel Smooth Transition | Kreditderivat | Credit derivative | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Kreditversicherung | Credit insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1543 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015179994