Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource FRA-CDS-VDAX based credit crash model: A German conundrum Subject The topic of the resource CDS; Comonotonicity; Credit pits; FRA; Neural network; VDAX Description An account of the resource Often credit crash opens up the glaring research warts in finding credit pits. Robust German credit and interest rate derivative market have been under scrutiny to develop credit crash predictor by effective utilisation of a cobbled methodology encompassing various research tools (such as econometric, mathematical and machine-learning etc.) and the logical trio, namely forward rate agreement (FRA), credit default swap (CDS) and volatility index constructed on CBOE methodology (VDAX). Though setting up VDAX predictor is the first objective, yet the cross-dependence of various derivatives, threshold finding for sudden change (steep) in VDAX and linking the results with real life events remain the secondary objectives. The results point out a clear threshold for detecting credit pit and a prominent behavioural trace as well. Serials Publications Pvt. Ltd. Creator An entity primarily responsible for making the resource Ghosh B. Source A related resource from which the described resource is derived International Journal of Economic Research, Vol-14, No. 8, pp. 221-228. Publisher An entity responsible for making the resource available Serials Publications Date A point or period of time associated with an event in the lifecycle of the resource 2017-01-01 Identifier An unambiguous reference to the resource within a given context <a href="" target="_blank" rel="noreferrer noopener"></a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85026393085&amp;partnerID=40&amp;md5=fd257ec43dd88d9604bb6e58add09733" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85026393085&amp;partnerID=40&amp;md5=fd257ec43dd88d9604bb6e58add09733</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 9729380 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Ghosh B., Institute of Management, Christ University, Bangalore, India