Research on Credit Default Swaps Pricing Considering Moral Hazard Incentive under Reduce-Form Model
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Control and Systems Engineering
Link
https://link.springer.com/content/pdf/10.1007/s11518-024-5592-1.pdf
Reference40 articles.
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3. Amiram D, Beaver W H, Landsman W R, Zhao J X (2017). The effects of credit default swap trading on information asymmetry in syndicated loans. Journal of Financial Economics 126(2): 364–382.
4. Arrow K J (1968). The economics of moral hazard: Further comment. The American Economic Review 58(3): 537–539.
5. Ballestra L V, Pacelli G, Radi D (2020). Modeling CDS spreads: A comparison of some hybrid approaches. Journal of Empirical Finance 57: 107–124.
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