Understanding the term structure of credit default swap spreads
Year of publication: |
March 2015
|
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Authors: | Han, Bing ; Zhou, Yi |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 31.2015, p. 18-35
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Subject: | Term structure | Credit default swap | Credit risk | Structural models | Theorie | Theory | Kreditrisiko | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | Derivat | Derivative |
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