Factor determinants of credit default swap spreads
Year of publication: |
2011
|
---|---|
Authors: | Gregory, Richard |
Published in: |
Journal of business and economic perspectives. - Martin, Tenn. : [Verlag nicht ermittelbar], ISSN 1528-5014, ZDB-ID 1179812-9. - Vol. 37.2011, 1, p. 13-36
|
Subject: | Derivat | Derivative | Kreditderivat | Credit derivative | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Markov-Kette | Markov chain | Europa | Europe | USA | United States |
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