Do correlated defaults matter for CDS premia? : an empirical analysis

dc.contributor.author	Koziol, Christian
dc.contributor.author	Schön, Thomas
dc.date.accessioned	2015-10-27T14:42:20Z
dc.date.available	2015-10-27T14:42:20Z
dc.date.issued	2015-02-17
dc.identifier.issn	1573-7144
dc.identifier.issn	1380-6645	de_DE
dc.identifier.uri	http://hdl.handle.net/10900/65985
dc.language.iso	en	de_DE
dc.publisher	Dodrecht [u.a.] : Springer	de_DE
dc.relation.uri	http://dx.doi.org/10.1007/s11147-015-9109-4	de_DE
dc.rights	info:eu-repo/semantics/closedAccess
dc.subject.ddc	050	de_DE
dc.subject.ddc	330	de_DE
dc.title	Do correlated defaults matter for CDS premia? : an empirical analysis	de_DE
dc.type	Article	de_DE
utue.kommentar.intern	vgl auch: Discussion paper / Deutsche Bundesbank; Eurosystem ; 2014,21; https://bibliographie.uni-tuebingen.de/xmlui/handle/10900/58359	de_DE
utue.publikation.seiten	191-224	de_DE
utue.personen.roh	Koziol, Christian
utue.personen.roh	Koziol, Philipp
utue.personen.roh	Schön, Thomas
dcterms.isPartOf.ZSTitelID	Review of derivatives research	de_DE
dcterms.isPartOf.ZS-Issue	3	de_DE
dcterms.isPartOf.ZS-Volume	18	de_DE