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Explaining credit default swap spreads with equity volatility and jump risks of individual firms

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Material type: Text

TextPublication details: 2005 Bank for International Settlements BasleDescription: See BIS 332.15 AMA (Includes Acc. Nos. 32802, 32803, 32804 & 32805) 40 pSubject(s):

Summary: ISSN: 1020-0959

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Working Papers	H.T. Parekh Library	BIS 332.15 ZHA (Browse shelf(Opens below))	Weeded Out		32805

Previous	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	Next
Previous	BIS 332.15 WHI Procyclicality in the financial system: do we need a new macrofinancial stabilisation framework?	BIS 332.15 WHI Is Price stability enough?	BIS 332.15 WHI Globalisation and the determinants of domestic inflation	BIS 332.15 ZHA Explaining credit default swap spreads with equity volatility and jump risks of individual firms	BIS 332.15 ZHU Bank runs without self-fulfilling prophecies	BIS 332.15 ZHU Bank runs, welfare and policy implications	BIS 332.15 ZHU Credit constraints, financial liberalisation and twin crises	Next

ISSN: 1020-0959

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