Common factors in credit defaults swap markets (Q740092)

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scientific article; zbMATH DE number 6614316
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English
Common factors in credit defaults swap markets
scientific article; zbMATH DE number 6614316

    Statements

    Common factors in credit defaults swap markets (English)
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    12 August 2016
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    credit default swaps
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    common factors
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    credit risk
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    factor model
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