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~type:"article"
~subject:"Kreditrisiko"
~person:"Choi, So Eun"
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Kreditrisiko
Credit derivative
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Credit risk
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Kreditderivat
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Multivariate Verteilung
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Risikomaß
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Marshall-Olkin copula
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Choi, So Eun
Anginer, Deniz
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Demirgüç-Kunt, Asli
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Schuermann, Til
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Suh, Sangwon
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Battiston, Stefano
3
Cetina, Jill
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Cont, Rama
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Daly, Kevin James
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Engle, Robert F.
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Fricke, Daniel
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Gouriéroux, Christian
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Jang, Hyun Jin
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Kanno, Masayasu
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Liu, Xiaoxing
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Choe, Geon Ho
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Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
2
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
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