The determinants of CDS spreads
Koresh Galil; Offer Moshe Shapir; Dan Amiram; Uri Ben-Zion
| Year of publication: |
2014
|
|---|---|
| Authors: | Galil, Koresh ; Shapir, Offer Moshe ; Amiram, Dan ; Ben-Zion, Uri |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 41.2014, p. 271-282
|
| Subject: | Credit Default Swap | CDS | Credit spread | Corporate bond | Structural model | Kreditderivat | Credit derivative | Unternehmensanleihe | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Kreditversicherung | Credit insurance |
| 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/10010408463