The Cross Section of Recovery Rates and Default Probabilities Implied by Credit Default Swap Spreads
Year of publication: |
2014
|
---|---|
Authors: | Elkamhi, Redouane ; Jacobs, Kris ; Pan, Xuhui |
Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 49.2014, 01, p. 193-220
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
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