Macroeconomic uncertainty and credit default swap spreads
Year of publication: |
2010
|
---|---|
Authors: | Baum, Christopher F. ; Wan, Chi |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 13/15, p. 1163-1171
|
Subject: | Wirkungsanalyse | Impact assessment | Derivat | Derivative | Kreditderivat | Credit derivative | Risikoprämie | Risk premium | Kreditrisiko | Credit risk | USA | United States | 2001-2006 |
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