A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk
Work
Year: 2014
Type: article
Authors Liang Xue, Yinghui Dong
Institutions Shanghai University of Finance and Economics, Suzhou University of Science and Technology
Cites: 15
Cited by: 3
Related to: 10
FWCI: 1.09
Citation percentile (by year/subfield): 64.2
Subfield: Finance
Domain: Social Sciences
Open Access status: closed