The determinants of CDS spreads
Year of publication: |
2014
|
---|---|
Authors: | Galil, Koresh ; Shapir, Offer Moshe ; Amiram, Dan ; Ben-Zion, Uri |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 41.2014, C, p. 271-282
|
Publisher: |
Elsevier |
Subject: | Credit Default Swap | CDS | Credit spread | Corporate bond | Structural model |
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