Narrow search
Showing 1 - 3 of 3
Cover Image
How well do classical credit risk pricing models fit swap transaction data?
Cossin, Didier; Pirotte, Hugues - 1997
Persistent link: https://www.econbiz.de/10000971687
Cover Image
Exploring for the determinants of credit risk in credit default swap transaction data : is fixed-income markets' information sufficient to evaluate credit risk?
Aunon-Nerin, Daniel; Cossin, Didier; Hricko, Tomas; … - 2002
Persistent link: https://www.econbiz.de/10001743415
Cover Image
Do major financial crises provide information on sovereign risk to the rest of the world? : A look at credit default swap markets
Cossin, Didier (contributor); Jung, Gero (contributor) - 2005
Persistent link: https://www.econbiz.de/10002635541