CDS volatility: the key signal of credit quality (Q2393344)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CDS volatility: the key signal of credit quality |
scientific article |
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CDS volatility: the key signal of credit quality (English)
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7 August 2013
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credit default swaps
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event study
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exponential GARCH
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