Linking U.S. CDS Indexes with the U.S. Stock Market: A Three-Dimensional Copula Approach Integrating Market Price and Market Volatility Channels

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Communication dans un congrès
Quantitative Methods in Finance Conference 2011, Dec 2011, Sydney, Australia
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https://hal-rbs.archives-ouvertes.fr/hal-00760683
Contributeur : Sandrine Palmer <>
Soumis le : mardi 4 décembre 2012 - 11:38:40
Dernière modification le : lundi 18 mai 2015 - 12:55:07

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  • HAL Id : hal-00760683, version 1

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Hayette Gatfaoui. Linking U.S. CDS Indexes with the U.S. Stock Market: A Three-Dimensional Copula Approach Integrating Market Price and Market Volatility Channels. Quantitative Methods in Finance Conference 2011, Dec 2011, Sydney, Australia. 〈hal-00760683〉

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