Work

How has CDO Market Pricing Changed During the Turmoil? Evidence from CDS Index Tranches

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1147094

Author: Martin Scheicher

Institution: European Central Bank

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1566231504

Cites: 10

Cited by: 24

Related to: 10