Work

The conditional dependence structure of insurance sector credit default swap indices

Year: 2014

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2014.09.002

Authors: Go Tamakoshi, Shigeyuki Hamori

Institution: Kobe University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Japan Society for the Promotion of Science

Award: Econometric Analysis of Interdependence of High Order Moments

OpenAlex ID: W2084774270

FWCI: 1.757

Cites: 17

Cited by: 17

Related to: 10