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

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

Xehetasun bibliografikoak
Argitaratua izan da:Journal of Finance V.63, 1-6 (2008).
Egile nagusia: Pan, Jun
Formatua: Artikulua
Hizkuntza:English
Gaiak:
Risk premium.
Credit.