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Credit Derivatives - Overview and Implications for Monetary Policy and Financial Stability

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  • Martin Scheicher

    () (European Central Bank, Kaiserstrasse 29, D – 60311, Frankfurt am Main, Germany,)

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Suggested Citation

  • Martin Scheicher, 2003. "Credit Derivatives - Overview and Implications for Monetary Policy and Financial Stability," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 5, pages 96-111.
  • Handle: RePEc:onb:oenbfs:y:2003:i:5:b:4
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    File URL: https://www.oenb.at/dam/jcr:8769ddb2-7d82-4703-99a5-0c9e170f52c5/fsr5_creditderiv_tcm16-9488.pdf
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    References listed on IDEAS

    as
    1. Patrick Houweling & Ton Vorst, 2001. "An Empirical Comparison of Default Swap Pricing Models," Finance 0112003, University Library of Munich, Germany.
    2. Alan Morrison, 2000. "Credit Derivatives, Disintermediation and Investment Decisions," OFRC Working Papers Series 2001fe01, Oxford Financial Research Centre.
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    Cited by:

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