1. Counterparty credit risk and the credit default swap market;Navneet Arora;Working paper,2010
2. On the term structure of default premia in the swap and LIBOR markets;Collin-Dufresne;Journal of Finance,2001
3. Common failings: How corporate defaults are correlated;Sanjiv R Das;Journal of Finance,2007
4. The general validity of the Heckscher-Ohlin Theorem;Alan V Deardorff;American Economic Review,1982
5. Swap rates and credit quality;Darrell Duffie;Journal of Finance,1996