Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhang, Benjamin Yibin ; Zhou, Hao ; Zhu, Haibin |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 22.2013, 12 (8.5.), p. 5099-5098
|