Measuring default risk premia from default swap rates and EDFs
| Year of publication: |
2005-03
|
|---|---|
| Authors: | Berndt, Antje ; Douglas, Rohan ; Duffie, Darrell ; Ferguson, Mark ; Schranz, David |
| Institutions: | Bank for International Settlements (BIS) |
| Subject: | default risk premia | default swap rates | EDFs |
freely available
| Extent: | application/pdf text/html |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 173 56 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005127689