JOURNAL ARTICLE
Credit Risk Premia in Sovereign Credit Default Swaps
Year: 2018 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)
Keywords:
Credit default swap iTraxx Credit derivative Credit risk Business Financial system Sovereign credit Credit default swap index Financial economics Monetary economics Credit valuation adjustment Economics Actuarial science Credit reference
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Cited By
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FWCI (Field Weighted Citation Impact)
20
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Topics
Credit Risk and Financial Regulations
Social Sciences → Economics, Econometrics and Finance → Finance
Banking stability, regulation, efficiency
Social Sciences → Economics, Econometrics and Finance → Finance
Insurance and Financial Risk Management
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
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