Work

Counterparty risk for CDS: Default clustering effects

Year: 2014

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2014.11.010

Authors: Lijun Bo, Agostino Capponi

Institutions: University of Science and Technology of China, Columbia University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Institute for New Economic Thinking

Award: G6232313801

OpenAlex ID: W1978434739

FWCI: 3.632

Cites: 27

Cited by: 16

Related to: 10