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

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

Sonraí bibleagrafaíochta
Foilsithe in:Journal of Finance V.63, 1-6 (2008).
Príomhchruthaitheoir: Pan, Jun
Formáid: Alt
Teanga:English
Ábhair:
Risk premium.
Credit.