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subject:"Kreditderivat"
~type_genre:"Non-commercial literature"
~isPartOf:"IMES discussion paper series / Englische Ausgabe"
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Kreditderivat
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Wrong-way risk in credit valuation adjustment of credit default swap with copulas
Adachi, Tetsuya
;
Sueshige, Takumi
;
Yoshiba, Toshinao
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2019
Persistent link: https://www.econbiz.de/10013448467
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2
The ICA-based factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
-
2015
Persistent link: https://www.econbiz.de/10011375946
Saved in:
3
Credit risk contagion and the global financial crisis
Takeyama, Azusa
;
Constantinou, Nick
;
Vinogradov, Dmitri V.
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2012
Persistent link: https://www.econbiz.de/10009660065
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