Will banning naked CDS impact bond prices?
From MaRDI portal
Publication:481373
DOI10.1007/s10436-013-0243-4zbMath1318.91198MaRDI QIDQ481373
Martin Larsson, Agostino Capponi
Publication date: 12 December 2014
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-013-0243-4
91G70: Statistical methods; risk measures