Unstable Credit Correlations. Issue 74 (November 2014)
- Record Type:
- Journal Article
- Title:
- Unstable Credit Correlations. Issue 74 (November 2014)
- Main Title:
- Unstable Credit Correlations
- Authors:
- Osband, Kent
- Abstract:
- <abstract abstract-type="main" id="wilm10379-abs-0001"> <title> <x xml:space="preserve">Abstract</x> </title> <p>Credit spreads are typically more correlated than fundamentals warrant because observers can't fully identify differences. However, significant asymmetries in default rates cause spreads to diverge. As a result, credit hedges often fail when most needed.</p> </abstract>
- Is Part Of:
- Wilmott. Volume 2014:Issue 74(2014:Nov.)
- Journal:
- Wilmott
- Issue:
- Volume 2014:Issue 74(2014:Nov.)
- Issue Display:
- Volume 2014, Issue 74 (2014)
- Year:
- 2014
- Volume:
- 2014
- Issue:
- 74
- Issue Sort Value:
- 2014-2014-0074-0000
- Page Start:
- 22
- Page End:
- 27
- Publication Date:
- 2014-11
- Subjects:
- Finance -- Periodicals
Financial services industry -- Periodicals
332 - Journal URLs:
- http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1541-8286 ↗
http://www.wilmott.com ↗ - DOI:
- 10.1002/wilm.10379 ↗
- Languages:
- English
- ISSNs:
- 1540-6962
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 3909.xml