Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads

Dong Hwan Oh; Andrew J. Patton

Year of publication:	2013
Authors:	Oh, Dong Hwan ; Patton, Andrew J.
Publisher:	Durham, NC : Duke Univ., Dep. of Economics
Subject:	Kreditderivat \| Credit derivative \| Multivariate Verteilung \| Multivariate distribution \| Kreditrisiko \| Credit risk \| Systemrisiko \| Systemic risk \| Finanzkrise \| Financial crisis \| Risikoprämie \| Risk premium

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10010403811

A service of the