Is Tail Risk Priced in Credit Default Swap Premia? (Q4554763)
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scientific article; zbMATH DE number 6975945
Language | Label | Description | Also known as |
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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)
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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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