Código QR (código de barras bidimensional)

1) MULTIDIMENSIONAL SCALING FOR CREDIT DEFAULT SWAP (CDS): EVIDENCE FROM OECD COUNTRIES

The aim of this study is to analyze the similarities and differences between the OECD countries in terms of the change in CDS risk premiums. Accordingly, CDS risk premiums of the related countries are taken on a monthly basis for the 30/06/2011 - 30/09/2018 period. The Euclidean distances are calcul...

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Principais autores: Ayhan KAPUSUZOGLU, Nildag Basak CEYLAN
פורמט: Artigo
שפה:Inglês
יצא לאור: University of Pitesti 2018-12-01
סדרה:Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice
נושאים:
Multidimensional scaling
Credit default swap
OECD
גישה מקוונת:http://economic.upit.ro/RePEc/pdf/2018_3_1.pdf
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