Valuation of systematic risk in the cross-section of credit default swap spreads

Arndt Claußen, Sebastian Löhr, Daniel Rösch, Harald Scheule

Year of publication:	May 2017
Authors:	Claußen, Arndt ; Löhr, Sebastian ; Rösch, Daniel ; Scheule, Harald
Published in:	The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 64.2017, p. 183-195
Subject:	Credit default swaps \| Cross-section \| Systematic risk \| Kreditderivat \| Credit derivative \| Kreditrisiko \| Credit risk \| Risiko \| Risk \| CAPM \| Risikoprämie \| Risk premium \| Derivat \| Derivative \| Kreditversicherung \| Credit insurance \| Theorie \| Theory \| Swap

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