Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
| Year of publication: |
2009
|
|---|---|
| Authors: | Zhang ; Zhou ; Zhu |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 22.2009, 12 (4.3.), p. 5099-5132
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