THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES: AN EXPLANATORY STUDY
Year of publication: |
2006
|
---|---|
Authors: | ABID, FATHI ; NAIFAR, NADER |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 09.2006, 01, p. 23-42
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Credit derivatives | credit risk | rating | market variables |
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