The determinants of CDS spreads: evidence from the model space (Q1621637)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The determinants of CDS spreads: evidence from the model space |
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The determinants of CDS spreads: evidence from the model space (English)
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9 November 2018
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CDS
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Bayesian model averaging
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crash aversion
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tail risk
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tail dependence
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time-varying copulas
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credit default swaps
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