Credit default swap prices as risk indicators of listed German banks
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Bibliographic InfoArticle provided by Springer in its journal Financial Markets and Portfolio Management.
Volume (Year): 21 (2007)
Issue (Month): 3 (September)
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Web page: http://www.springerlink.com/link.asp?id=119763
Credit default swaps; Credit risk; Market indicators; Reduced-form models; G 12; G 21; G 13; C 13;
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