How important is a non-default factor for CDS valuation?
Biao Guo, Qian Han, Jaeram Lee and Doojin Ryu
| Year of publication: |
November 2015
|
|---|---|
| Authors: | Guo, Biao ; Han, Qian ; Lee, Jaeram ; Ryu, Doojin |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 11, p. 1088-1101
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| Subject: | Kreditderivat | Credit derivative | US-Dollar | US dollar | Kreditrisiko | Credit risk | Kapitalmarktrendite | Capital market returns | USA | United States | 2002-2011 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21699 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011546218