Accounting-based versus market-based cross-sectional models of CDS spreads
Year of publication: |
2009
|
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Authors: | Das, Sanjiv R. ; Hanouna, Paul ; Sarin, Atulya |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 4, p. 719-730
|
Subject: | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Theorie | Theory |
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