Explaining credit default swap spreads with equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin; Zhoiu, Hao
Explaining credit default swap spreads with equity volatility and jump risks of individual firms - Basle Bank for International Settlements 2005 - 40 p. See BIS 332.15 AMA (Includes Acc. Nos. 32802, 32803, 32804 & 32805)
ISSN: 1020-0959
Credit risk
Explaining credit default swap spreads with equity volatility and jump risks of individual firms - Basle Bank for International Settlements 2005 - 40 p. See BIS 332.15 AMA (Includes Acc. Nos. 32802, 32803, 32804 & 32805)
ISSN: 1020-0959
Credit risk