Credit Risk Contagion and the Global Financial Crisis
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More about this item
KeywordsCredit Default Swap (CDS); Probability of Default (PD); Loss Given Default (LGD); Credit Risk Contagion;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-27 (All new papers)
- NEP-BAN-2012-10-27 (Banking)
- NEP-CBA-2012-10-27 (Central Banking)
- NEP-FMK-2012-10-27 (Financial Markets)
- NEP-RMG-2012-10-27 (Risk Management)
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