The empirical determinants of credit default swap spreads : a quantile regression approach
Year of publication: |
2015
|
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Authors: | Pires, Pedro ; Pereira, João Pedro ; Martins, Luís Filipe |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 21.2015, 3, p. 556-589
|
Subject: | credit default swap | credit risk | liquidity | quantile regression | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Theorie | Theory |
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