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~isPartOf:"Research in international business and finance"
~isPartOf:"Working papers / Ryerson University, Department of Economics"
~subject:"Credit risk"
~type_genre:"Aufsatz in Zeitschrift"
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Contagion and bond pricing : the case of the ASEAN region
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Research in international business and finance
47
(
2019
),
pp. 371-385
Persistent link: https://www.econbiz.de/10012135753
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2
Pricing CDS spreads with Credit Valuation Adjustment using a mixture copula
Harb, Etienne
;
Louhichi, Wael
- In:
Research in international business and finance
39
(
2017
),
pp. 963-975
Persistent link: https://www.econbiz.de/10011912420
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