Testing the transparency implications of mandatory IFRS adoption : the spread/maturity relation of credit default swaps
Year of publication: |
December 2016
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Authors: | Bhat, Gauri ; Callen, Jeffrey L. ; Segal, Dan |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 62.2016, 12, p. 3472-3493
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Subject: | credit default swaps | credit risk | maturity | IFRS | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk |
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