Is Tail Risk Priced in Credit Default Swap Premia? (Q4554763)

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scientific article; zbMATH DE number 6975945
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Is Tail Risk Priced in Credit Default Swap Premia?
scientific article; zbMATH DE number 6975945

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    Is Tail Risk Priced in Credit Default Swap Premia? (English)
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    9 November 2018
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    credit default swap
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    CDS tail beta
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    default risk
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