000 00596nam a2200169Ia 4500
008 100324s9999 xx 000 0 und d
040 _a,
100 _aZhang, Benjamin Yibin; Zhoiu, Hao
245 _aExplaining credit default swap spreads with equity volatility and jump risks of individual firms
260 _c2005
_bBank for International Settlements
_aBasle
300 _bSee BIS 332.15 AMA (Includes Acc. Nos. 32802, 32803, 32804 & 32805)
_a40 p.
366 _b2005
520 _aISSN: 1020-0959
650 _aCredit risk
942 _cWP
_2ddc
999 _c93173
_d93173