Dependence Structure of Insurance Credit Default Swaps
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More about this item
KeywordsDependence structure; Insurance credit default swaps; Constant and Time-varying Copulas;
All these keywords.
- C0 - Mathematical and Quantitative Methods - - General
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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