Default and recovery implicit in the term structure of sovereign CDS spreads.

Default and recovery implicit in the term structure of sovereign CDS spreads.

Bibliographische Detailangaben
Veröffentlicht in:Journal of Finance V.63, 1-6 (2008).
1. Verfasser: Pan, Jun
Format: Artikel
Sprache:English
Schlagworte:
Risk premium.
Credit.