Media type: E-Book Title: Credit variance risk premiums Contributor: Ammann, Manuel [Author]; Mörke, Mathis [Author] Published: St. Gallen: School of Finance, University of St. Gallen, June 4, 2019 Published in: Universität St. Gallen: Working papers on finance ; 2019,8 Issue: This version: June 4, 2019 Extent: 1 Online-Ressource (circa 49 Seiten); Illustrationen Language: English DOI: 10.2139/ssrn.3409082 Identifier: Keywords: Variance risk premium ; CDS implied volatility ; CDS variance swap ; Graue Literatur Origination: Footnote: Access State: Open Access