Open AccessDecomposition of Sovereign CDS Spread using the Concept of Factorization
Author(s) -
Rumiana Górska
Publication year - 2018
Publication title -
dynamic econometric models
Language(s) - English
Resource type - Journals
eISSN - 2450-7067
pISSN - 1234-3862
DOI - 10.12775/dem.2018.006
Subject(s) - credit default swap , business , derivative (finance) , insolvency , financial system , sovereign credit , credit risk , sovereignty , swap (finance) , itraxx , monetary economics , economics , financial economics , actuarial science , finance , credit valuation adjustment , political science , politics , law , credit reference
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom