Credit default swaps and firm risk
Year of publication: |
2023
|
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Authors: | Lin, Hai ; Binh Hoang Nguyen ; Wang, Junbo ; Zhang, Cheng |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 11, p. 1668-1692
|
Subject: | credit default swap | credit quality | empty creditor | financial constraint | firm value volatility | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Insolvenz | Insolvency | Schätzung | Estimation | Volatilität | Volatility | Unternehmenswert | Firm value | Risikomanagement | Risk management | Derivat | Derivative | Swap |
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