Term Structure of Credit Default Swap Spreads and Cross-Section of Stock Returns
Year of publication: |
2011
|
---|---|
Authors: | Han, Bing |
Other Persons: | Zhou, Yi (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Kapitaleinkommen | Capital income | Derivat | Derivative |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Series: | McCombs Research Paper Series ; No. FIN-01-11 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1735162 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Understanding the Term Structure of Credit Default Swap Spreads
Han, Bing, (2013)
-
Spread Risk Premia in Corporate Credit Default Swap Markets
Entrop, Oliver, (2016)
-
Da Fonseca, José, (2023)
- More ...
-
Understanding the term structure of credit default swap spreads
Han, Bing, (2015)
-
Understanding the Term Structure of Credit Default Swap Spreads
Han, Bing, (2013)
-
Two Trees with Heterogeneous Beliefs : Spillover Effect of Disagreement
Han, Bing, (2017)
- More ...