Sovereign risk and the pricing of corporate credit default swaps
Matthias Haerri, Stefan Morkoetter and Simone Westerfeld
| Year of publication: |
2015
|
|---|---|
| Authors: | Haerri, Matthias ; Morkoetter, Stefan ; Westerfeld, Simone |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 11.2015, 1, p. 1-27
|
| Subject: | credit default swaps | pricing | sovereign risk | debt crisis | corporate credit risk | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Länderrisiko | Country risk | Risikoprämie | Risk premium | Insolvenz | Insolvency | Finanzkrise | Financial crisis |
| 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/10011298504