Pages that link to "Item:Q740092"
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The following pages link to Common factors in credit defaults swap markets (Q740092):
Displaying 4 items.
- Editorial to the special issue on applicable semiparametrics of computational statistics (Q740077) (← links)
- Oil price shocks and the credit default swap market (Q2416305) (← links)
- Is Tail Risk Priced in Credit Default Swap Premia? (Q4554763) (← links)
- Dynamic credit default swap curves in a network topology (Q5235459) (← links)