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pro vyhledávání: '"Suzanne Salloy"'
Autor:
Suzanne Salloy
Publikováno v:
Revue française d'économie. (4):145-172
Cet article s’interesse aux correlations conditionnelles entre les plus grands etablissements financiers internationaux au cœur du marche des derives de credit. L’objet de l’article est de distinguer entre les concepts de « contagion » et d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ceb4e3f206e659e98750fa78512e3146
http://www.cairn.info/revue-francaise-d-economie-2013-4-page-145.htm
http://www.cairn.info/revue-francaise-d-economie-2013-4-page-145.htm
Autor:
Irfan Akbar Kazi, Suzanne Salloy
This article investigates the dynamics of conditional correlation among the G14 banks’ dealer for the credit default swap market from January 2004 until May 2009. By using the asymmetric dynamic conditional correlation model developed by Cappiello,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::8cba638a305001beeca1c627adfcb31f
http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_237.pdf
http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_237.pdf
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::21bc4e5bc93be4f983ec2a6ee08f0a2a
https://doi.org/10.2139/ssrn.2164587
https://doi.org/10.2139/ssrn.2164587