Zhang, Benjamin Yibin; Zhoiu, Hao <br/><br/>
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) 
<br/><br/> ISSN: 1020-0959 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Credit risk