Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling

Author(s):: Anagnostou, I.; Squartini, T.; Kandhai, D.; Garlaschelli, D. (0000-0001-6035-1783)

Published: 2021
Publication type: Article / Letter to editor

Date issued: 2021-04-08
Language: English
Is part of: Quantitative Finance (2021), p. 1-18
Advanced publication: Yes
hdl: 1887/3210577
doi: 10.1080/14697688.2021.1890807