Determinants of credit default swaps spreads in European and Asian markets
Year of publication: |
2013
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Authors: | Hassan, M. Kabir ; Ngow, Thiti S. ; Yu, Jung-suk ; Hassan, Abdul |
Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 19.2013, 4, p. 295-310
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Subject: | credit default swap | credit risk | CDS spreads | market conditions | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Europa | Europe | Kreditversicherung | Credit insurance | Derivat | Derivative | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Asien | Asia |
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