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Explaining credit default swap spreads with equity volatility and jump risks of individual firms
Zhu, Haibin
;
Zhang, Benjamin Yibin
;
Zhou, Hao
-
Bank for International Settlements (BIS)
-
2005
A
structural
model
with stochastic volatility and jumps implies particular relationships between observed equity …
Persistent link: https://www.econbiz.de/10005121436
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