The determinants of credit default swap premia.

The determinants of credit default swap premia.

Bibliografiske detaljer
Udgivet i:Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Hovedforfatter: Ericsson, Jan
Format: Article
Sprog:English
Fag:
Credit default swaps.
Regression analysis.
Principal components analysisi.