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isPartOf:"International journal of theoretical and applied finance"
~accessRights:"restricted"
~isPartOf:"Finance research letters"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
Credit derivative
37
Kreditderivat
37
Credit risk
24
Kreditrisiko
24
Derivat
10
Derivative
10
Swap
10
Theorie
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Theory
10
Welt
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Country risk
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Credit default swaps
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EU countries
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EU-Staaten
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Länderrisiko
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Credit default swap
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Credit insurance
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Kreditversicherung
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Option pricing theory
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Optionspreistheorie
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Spillover effect
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Atil, Ahmed
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Bradford, Marc
1
El Marzougui, Abdelaziz
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Kim, Sung Ik
1
Kim, Young Shin
1
Lahiani, Amine
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International journal of theoretical and applied finance
Finance research letters
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of credit risk : published quarterly by Incisive Media
2
The journal of financial market infrastructures
2
Applied economics letters
1
BestMasters
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Decisions in economics and finance : a journal of applied mathematics
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European journal of operational research : EJOR
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Finance and stochastics
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Financial markets and asset pricing
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IMA journal of management mathematics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of economics, finance and management sciences : IJEFM
1
International journal of forecasting
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of international financial markets, institutions & money
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Journal of mathematical finance
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Quantitative finance
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Research in international business and finance
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Review of derivatives research
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Review of finance : journal of the European Finance Association
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Robustness in econometrics
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The journal of real estate finance and economics
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Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
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2
Conditional dependence of US and EU sovereign CDS : a time-varying copula-based estimation
Atil, Ahmed
;
Bradford, Marc
;
El Marzougui, Abdelaziz
; …
- In:
Finance research letters
19
(
2016
),
pp. 42-53
Persistent link: https://www.econbiz.de/10011657442
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