Do correlated defaults matter for CDS premia? An empirical analysis
Crossref DOI link: https://doi.org/10.1007/s11147-015-9109-4
Published Online: 2015-02-17
Published Print: 2015-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Koziol, Christian
Koziol, Philipp
Schön, Thomas
Text and Data Mining valid from 2015-02-17