Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
2005 ◽
Vol 2005
(63)
◽
pp. 1-40
◽
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
2009 ◽
Vol 22
(12)
◽
pp. 5099-5131
◽
Keyword(s):
Keyword(s):
2017 ◽
Vol 54
(3)
◽
pp. 293-321
◽
2017 ◽
Vol 64
◽
pp. 183-195
◽
Keyword(s):