Pricing credit default swaps with observable covariates
Hitesh Doshi; Jan Ericsson; Kris Jacobs; Stuart M. Turnball
| Year of publication: |
2013
|
|---|---|
| Authors: | Doshi, Hitesh ; Ericsson, Jan ; Jacobs, Kris ; Turnball, Stuart M. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 26.2013, 8, p. 2048-2094
|
| Subject: | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | CAPM | Risikoprämie | Risk premium | USA | United States | Theorie | Theory | 2001-2010 |
| Extent: | graph. Darst. |
|---|---|
| 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/10010207289