CDS volatility: the key signal of credit quality (Q2393344): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Rosella Castellano / rank | |||
| Property / author | |||
| Property / author: Rosella Castellano / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2070000838 / rank | |||
Normal rank | |||
Revision as of 15:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CDS volatility: the key signal of credit quality |
scientific article |
Statements
CDS volatility: the key signal of credit quality (English)
0 references
7 August 2013
0 references
credit default swaps
0 references
event study
0 references
exponential GARCH
0 references
