Investigating the dependence structure between credit default swap spreads and the U.S. financial market

Hayette Gatfaoui

Open source

DOI: 10.1007/s10436-009-0139-5
Published: 2009-10-27
Container: Annals of Finance
Publisher: Springer Science and Business Media LLC
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1007/s10436-009-0139-5,
  title = {Investigating the dependence structure between credit default swap spreads and the U.S. financial market},
  author = {Hayette Gatfaoui},
  year = {2009},
  journal = {Annals of Finance},
  doi = {10.1007/s10436-009-0139-5},
  url = {https://doi.org/10.1007/s10436-009-0139-5}
}

RIS

TY  - JOUR
TI  - Investigating the dependence structure between credit default swap spreads and the U.S. financial market
AU  - Hayette Gatfaoui
PY  - 2009
JO  - Annals of Finance
DO  - 10.1007/s10436-009-0139-5
UR  - https://doi.org/10.1007/s10436-009-0139-5
ER  -

APA

Gatfaoui, H. (2009). Investigating the dependence structure between credit default swap spreads and the U.S. financial market. Annals of Finance. https://doi.org/10.1007/s10436-009-0139-5

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crossref · retrieved 2026-11-10T01:31:03.959Z