Credit Default Swaps networks and systemic risk

Credit Default Swaps (CDS) spreads should reflect default risk of the underlying corporate debt. Actually, it has been recognized that CDS spread time series did not anticipate but only followed the increasing risk of default before the financial crisis. In principle, the network of correlations amo...

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Detalles Bibliográficos
Autores principales: Puliga, Michelangelo, Caldarelli, Guido, Battiston, Stefano
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2014
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4219172/
https://www.ncbi.nlm.nih.gov/pubmed/25366654
http://dx.doi.org/10.1038/srep06822

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4219172/
https://www.ncbi.nlm.nih.gov/pubmed/25366654
http://dx.doi.org/10.1038/srep06822

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