The effects of industry specific and local economic factors on credit default swap spreads : evidence from REITs
Year of publication: |
2018
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Authors: | Bai, Qing ; Zhu, Lu |
Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 54.2018, 3, p. 293-321
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Subject: | Credit default swap | REITs | Geographic concentration | Economic sectors | Kreditderivat | Credit derivative | Immobilienfonds | Real estate fund | Swap | Kreditrisiko | Credit risk |
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