What Relationships between Commodities and CDS Indices? Evidence from Archimedean Copulas
Year of publication: |
2017
|
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Authors: | Zlitni, Samar |
Other Persons: | Ghorbel, Ahmed (contributor) ; Khoufi, Walid (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Multivariate Verteilung | Multivariate distribution | Kreditderivat | Credit derivative | Aktienindex | Stock index | Rohstoffderivat | Commodity derivative |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 27, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2924327 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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