Liquidity tail risk and credit default swap spreads (Q1749525)
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scientific article; zbMATH DE number 6869355
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Liquidity tail risk and credit default swap spreads |
scientific article; zbMATH DE number 6869355 |
Statements
Liquidity tail risk and credit default swap spreads (English)
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17 May 2018
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finance
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credit default swaps
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liquidity risk
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copula
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liquidity tail beta
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0.88833123
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0.8845577
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0.87608045
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0.86813587
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0.8656118
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0.86543024
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