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Valuation of Systematic Risk in the Cross-Section of Credit Default Swap Spreads
Claussen, Arndt, Löhr, Sebastian, Rösch, Daniel and Scheule, Harald (2016) Valuation of Systematic Risk in the Cross-Section of Credit Default Swap Spreads. Quarterly Review of Economics and Finance 64, pp. 183-195.Date of publication of this fulltext: 13 Oct 2017 05:58
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| Item type | Article | ||||
| Journal or Publication Title | Quarterly Review of Economics and Finance | ||||
| Publisher: | Elsevier | ||||
|---|---|---|---|---|---|
| Volume: | 64 | ||||
| Page Range: | pp. 183-195 | ||||
| Date | 2016 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch) | ||||
| Identification Number |
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| Keywords | Credit default swaps; Cross-section; Systematic risk | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Partially | ||||
| Item ID | 36235 |
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