Credit Derivatives and the Default Risk of Large Complex Financial Institutions

Giovanni Calice (), Christos Ioannidis () and Julian Williams ()

Journal of Financial Services Research, 2012, vol. 42, issue 1, 85-107

Keywords: Distance to default; Credit derivatives; Credit default swap index; G12; G13; G15 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (14)

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DOI: 10.1007/s10693-011-0121-z

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