An empirical analysis of the CDX index and its tranches

Author: Fabozzi Frank   Wang Yi-Chen   Yeh Shih-Kuo   Chen Ren-Raw  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.16, Iss.14, 2009-09, pp. : 1425-1431

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Abstract