Is Tail Risk Priced in Credit Default Swap Premia? (Q4554763)
From MaRDI portal
scientific article; zbMATH DE number 6975945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Is Tail Risk Priced in Credit Default Swap Premia? |
scientific article; zbMATH DE number 6975945 |
Statements
Is Tail Risk Priced in Credit Default Swap Premia? (English)
0 references
9 November 2018
0 references
credit default swap
0 references
CDS tail beta
0 references
default risk
0 references
