Do correlated defaults matter for CDS premia? : an empirical analysis

dc.contributor.author	Koziol, Christian
dc.contributor.author	Schön, Thomas
dc.date.accessioned	2014-12-09T07:55:07Z
dc.date.available	2014-12-09T07:55:07Z
dc.date.issued	2014
dc.identifier.isbn	978-3-95729-054-0
dc.identifier.uri	http://hdl.handle.net/10900/58359
dc.language.iso	en	de_DE
dc.publisher	Frankfurt am Main : Deutsche Bundesbank	de_DE
dc.relation.ispartofseries	Discussion paper / Deutsche Bundesbank; Eurosystem;2014,21
dc.relation.uri	http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2014/2014_09_01_dkp_21.pdf?__blob=publicationFile	de_DE
dc.rights	info:eu-repo/semantics/closedAccess
dc.subject.ddc	330	de_DE
dc.title	Do correlated defaults matter for CDS premia? : an empirical analysis	de_DE
dc.type	Book	de_DE
utue.kommentar.intern	vgl auch: Dodrecht : Springer (Review of derivatives research (2015-02-17), Bd. 18, H. 3, S. 191-224); http://dx.doi.org/10.1007/s11147-015-9109-4	de_DE
utue.personen.roh	Koziol, Christian
utue.personen.roh	Koziol, Philipp
utue.personen.roh	Schön, Thomas
utue.publikation.seitengesamt	40 S.	de_DE