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The review of financial studies
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Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5099-5131
Persistent link: https://www.econbiz.de/10003916314
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Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
- In:
The review of financial studies
22
(
2013
)
12
,
pp. 5099-5098
Persistent link: https://www.econbiz.de/10010114702
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