Narrow search
Showing 1 - 4 of 4
Cover Image
Sources of credit risk : evidence from credit default swaps
Chen, Ren-Raw; Fabozzi, Frank J.; Pan, Ging-Ging; … - In: The journal of fixed income 16 (2006) 3, pp. 7-21
Persistent link: https://www.econbiz.de/10003422016
Cover Image
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw; Fabozzi, Frank J.; Sverdlove, Ronald - In: The journal of fixed income 20 (2010/11) 2, pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Cover Image
The correlation structure of the CDS market : an empirical investigation
Cathcart, Lara; Jahel, Lina el; Evans, Leonard - In: The journal of fixed income 22 (2013) 4, pp. 53-74
Persistent link: https://www.econbiz.de/10009745223
Cover Image
Inferring default probabilities from credit spreads
Benzschawel, Terry; Assing, Andrew - In: The journal of fixed income 21 (2012) 4, pp. 13-24
Persistent link: https://www.econbiz.de/10009670765