Margin-based asset pricing and the determinants of the CDS basis
Liying Wang
| Year of publication: |
2014
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|---|---|
| Authors: | Wang, Liying |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 24.2014, 2, p. 61-78
|
| Subject: | Kreditderivat | Credit derivative | Theorie | Theory | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011660685