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