Can structural models price default risk? : evidence from bond and credit derivative markets
Jan Ericsson; Joel Reneby; Hao Wang
| Year of publication: |
2015
|
|---|---|
| Authors: | Ericsson, Jan ; Reneby, Joel ; Wang, Hao |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 5.2015, 3, p. 1-32
|
| Subject: | Default risk | structural models | credit default swaps | corporate bonds | yield spreads | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | Theorie | Theory | Anleihe | Bond | Risikoprämie | Risk premium | Derivat | Derivative | Insolvenz | Insolvency |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011381483