Este trabajo aplica la metodología desarrollada por Forte y Peña (2006) para extraer el punto de quiebra implícito en la prima de credit default swaps. Además de considerar una muestra internacional de empresas más amplia (96 compañías norteamericanas, europeas y japonesas) y un intervalo...

Existe una versión en español con el mismo número ; This paper applies the methodology developed by Forte and Peña (2006) to extract the implied default point in the premium on credit default swaps (CDS). As well as considering a more expensive international sample of corporations (96 US,...

This paper applies the methodology developed by Forte and Peña (2006) to extract the implied default point in the premium on credit default swaps (CDS). As well as considering a more extensive international sample of corporations (96 US, European and Japanese companies) and a longer time...

This paper applies the methodology developed by Forte (2008) to extract the implied default point in the premium on credit default swaps (CDS). As well as considering a more extensive international sample of corporations (96 US, European and Japanese companies) and a longer time interval...