CDS: relación con índices accionarios y medida de riesgo
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DOI: 10.32468/Espe.6405
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- Bernardo León & Andrés Mora, 2011. "CDS: relación con índices accionarios y medida de riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 178-211, July.
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More about this item
Keywords
contrato de seguro contra la cesación de pago; Valor en riesgo; teoria del valor extremo; índices accionarios.;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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