Understanding the term structure of credit default swap spreads
Year of publication: |
2015
|
---|---|
Authors: | Han, Bing ; Zhou, Yi |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 31.2015, C, p. 18-35
|
Publisher: |
Elsevier |
Subject: | Term structure | Credit default swap | Credit risk | Structural models |
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