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  • Search: subject:"CDS risk factors"
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CDS risk factors 1 Credit derivative 1 Credit risk 1 Estimation 1 Factor analysis 1 Faktorenanalyse 1 Kreditderivat 1 Kreditrisiko 1 Multilevel factor models 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomanagement 1 Risikoprämie 1 Risk 1 Risk contribution 1 Risk management 1 Risk premium 1 Schätzung 1 Theorie 1 Theory 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Caporin, Massimiliano 1 Rodríguez-Caballero, Carlos Vladimir 1
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Journal of international financial markets, institutions & money 1
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ECONIS (ZBW) 1
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A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir; Caporin, Massimiliano - In: Journal of international financial markets, … 63 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
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