Credit Default Swaps in General Equilibrium : Spillovers, Credit Spreads, and Endogenous Default
Year of publication: |
2016
|
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Authors: | Darst, Matthew |
Other Persons: | Refayet, Ehraz (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Allgemeines Gleichgewicht | General equilibrium | Insolvenz | Insolvency | Spillover-Effekt | Spillover effect | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Unternehmensanleihe | Corporate bond |
Extent: | 1 Online-Ressource (48 p) |
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Series: | FEDS Working Paper ; No. 2016-042 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2016-04-19 erstellt |
Classification: | D52 - Incomplete Markets ; D53 - Financial Markets ; E44 - Financial Markets and the Macroeconomy ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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