Detecting abnormal changes in credit default swap spreads using matching-portfolio models

Fabio Bertoni, Stefano Lugo

DOI: 10.1016/j.jbankfin.2018.03.009
Published: 2018-05-01
Container: Journal of banking & finance = Journal of banking and finance
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.1016/j.jbankfin.2018.03.009,
  title = {Detecting abnormal changes in credit default swap spreads using matching-portfolio models},
  author = {Fabio Bertoni and Stefano Lugo},
  year = {2018},
  journal = {Journal of banking \& finance = Journal of banking and finance},
  doi = {10.1016/j.jbankfin.2018.03.009},
  url = {https://doi.org/10.1016/j.jbankfin.2018.03.009}
}

RIS

TY  - JOUR
TI  - Detecting abnormal changes in credit default swap spreads using matching-portfolio models
AU  - Fabio Bertoni
AU  - Stefano Lugo
PY  - 2018
JO  - Journal of banking & finance = Journal of banking and finance
DO  - 10.1016/j.jbankfin.2018.03.009
UR  - https://doi.org/10.1016/j.jbankfin.2018.03.009
ER  -

APA

Bertoni, F., & Lugo, S. (2018). Detecting abnormal changes in credit default swap spreads using matching-portfolio models. Journal of banking & finance = Journal of banking and finance. https://doi.org/10.1016/j.jbankfin.2018.03.009

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hal · retrieved 2026-09-25T21:30:05.732Z