Dynamic credit default swap curves in a network topology

Author:

Xu Xiu1ORCID,Chen Cathy Yi-Hsuan23,Härdle Wolfgang Karl2456

Affiliation:

1. Dongwu Business School, Soochow University, Suzhou, China

2. Center for Applied Statistics and Economics, Humboldt-Universität zu Berlin, Berlin, Germany

3. Adam Smith Business School, University of Glasgow, Glasgow, UK

4. Sim Kee Boon Institute for Financial Economics, Singapore Management University, Singapore

5. Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, China

6. Faculty of Mathematics and Physics, Charles University, Prague, Czech Republic

Funder

DFG

Natural Science Foundation of China

GACR

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

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