Work

Copula sensitivity in collateralized debt obligations and basket default swaps

Year: 2003

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.10110

Authors: Davide Meneguzzo, Walter Vecchiato

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1992255458

FWCI: 3.853

Cites: 36

Cited by: 48

Related to: 10