Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach
| Year of publication: |
2013
|
|---|---|
| Authors: | Badaoui, Saad ; Cathcart, Lara ; El-Jahel, Lina |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 7, p. 2392-2407
|