Anticipating Credit Events Using Credit Default Swaps, with an Application to Sovereign Debt Crises-Reference-Cited by-同舟云学术

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Anticipating Credit Events Using Credit Default Swaps, with an Application to Sovereign Debt Crises

Published:2003 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Chan-Lau Jorge A.

Publisher

Elsevier BV

Reference12 articles.

1. Default and Recovery Rates in Emerging Markets;Tsevetan Beloreshki;Professional Perspectives on Fixed Income Portfolio Management,2003

2. Credit Swap Valuation;Darrell Duffie;Financial Analysts Journal,1999

3. Valuing Credit Default Swaps I: No Counterparty Default Risk;John Hull;Journal of Derivatives,2000

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Survey of the Recent Literature: Recovery Risk;The Credit Market Handbook;2015-08-21

2. Recovery Swap;Encyclopedia of Quantitative Finance;2010-05-15

3. The behavior of emerging market sovereigns' credit default swap premiums and bond yield spreads;International Journal of Finance & Economics;2010-01

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