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

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

Detaylı Bibliyografya
Yayımlandı:Journal of Finance V.63, 1-6 (2008).
Yazar: Pan, Jun
Materyal Türü: Makale
Dil:English
Konular:
Risk premium.
Credit.