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Implicit government guarantee and the CDS spreads
Beliaeva, Natalia A.; Khaksari, Shahriar; Tsafack, Georges - In: The journal of fixed income 25 (2015) 2, pp. 25-37
Persistent link: https://www.econbiz.de/10011399846
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Recovery assumptions in the valuation of credit derivatives
Delianedis, Gordon; Lagnado, Ronald - In: The journal of fixed income 11 (2001) 4, pp. 20-30
Persistent link: https://www.econbiz.de/10001701705