
Correlation, CDOs of ABS and the subprime crisis
Lardy, Jean-Pierre; Patras, Frédéric; Vialard, François-Xavier (2009), Correlation, CDOs of ABS and the subprime crisis, in Gouriéroux, Christian; Jeanblanc, Monique, Financial risks : new developments in structured product & credit derivatives, Economica : Paris, p. 7-17
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Type
Communication / ConférenceDate
2009Conference title
International Financial Research ForumConference date
2008-03Conference city
ParisConference country
FranceBook title
Financial risks : new developments in structured product & credit derivativesBook author
Gouriéroux, Christian; Jeanblanc, MoniquePublisher
Economica
Published in
Paris
ISBN
978-2-7178-5719-1
Number of pages
197Pages
7-17
Metadata
Show full item recordSubjects / Keywords
systemic risks; high correlation regimes; subprime crisisRelated items
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