Work

Contagion and Excess Correlation in Credit Default Swaps

Year: 2011

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1937998

Author: Mike Anderson

Institutions: United States Securities and Exchange Commission, George Mason University, University of Utah

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1482631209

Cites: 101

Cited by: 25

Related to: 10