Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
Year of publication: |
2009
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Authors: | Zhang, Benjamin Yibin ; Zhou, Hao ; Zhu, Haibin |
Published in: |
Review of Financial Studies. - Society for Financial Studies - SFS. - Vol. 22.2009, 12, p. 5099-5131
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Publisher: |
Society for Financial Studies - SFS |
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Explaining credit default swap spreads with equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin, (2005)
-
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin, (2009)
-
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin, (2005)
- More ...