Term structure of credit default swap liquidity premiums
Year of publication: |
2023
|
---|---|
Authors: | Leal, Diego ; Stanhouse, Bryan E. |
Published in: |
The journal of derivatives : JOD. - London : IPR Journals, ISSN 2168-8524, ZDB-ID 2048690-X. - Vol. 30.2023, 4, p. 47-73
|
Subject: | Theorie | Theory | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Swap | Derivat | Derivative |
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