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The network structure of the CDS market and its determinants
Peltonen, Tuomo; Scheicher, Martin; Vuillemey, Guillaume - In: Journal of financial stability 13 (2014), pp. 118-133
Persistent link: https://www.econbiz.de/10011288870
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How does risk flow in the credit default swap market?
D'Errico, Marco; Battiston, Stefano; Peltonen, Tuomo; … - In: Journal of financial stability 35 (2018), pp. 53-74
Persistent link: https://www.econbiz.de/10012156839
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How did the Greek credit event impact the credit default swap market?
Hałaj, Grzegorz; Peltonen, Tuomo; Scheicher, Martin - In: Journal of financial stability 35 (2018), pp. 136-158
Persistent link: https://www.econbiz.de/10012156855