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CDS volatility: the key signal of credit quality - MaRDI portal

CDS volatility: the key signal of credit quality (Q2393344)

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CDS volatility: the key signal of credit quality
scientific article

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    title
    CDS volatility: the key signal of credit quality (English)
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    author
    Rita L. D'Ecclesia
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    Rosella Castellano
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    publication date
    7 August 2013
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    zbMATH DE Number
    6196256
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    zbMATH Keywords
    credit default swaps
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    event study
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    exponential GARCH
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    OpenAlex ID
    W2070000838
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