The empirical determinants of credit default swap spreads : a quantile regression approach
Pedro Pires; João Pedro Pereira and Luís Filipe Martins
| Year of publication: |
2015
|
|---|---|
| Authors: | Pires, Pedro ; Pereira, João Pedro ; Martins, Luís Filipe |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 21.2015, 3, p. 556-589
|
| Subject: | credit default swap | credit risk | liquidity | quantile regression | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Theorie | Theory | 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/10011317990