Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis

✍ Scribed by Irene Schreiber; Gernot Müller; Claudia Klüppelberg; Niklas Wagner

• Book ID: 119263048
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 892 KB
• Volume: 24
• Category: Article
• ISSN: 1057-5219
• DOI: 10.1016/j.irfa.2012.07.006