Valuation of Systematic Risk in the Cross-Section of Credit Default Swap Spreads-Reference-Cited by-同舟云学术

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Valuation of Systematic Risk in the Cross-Section of Credit Default Swap Spreads

Published:2013 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

LLhr Sebastian,Claussen Arndt,Roesch Daniel,Scheule Harald

Publisher

Elsevier BV

Reference58 articles.

1. The Determinants of Credit Default Swap Rates: An Explanatory Study;F Abid;International Journal of Theoretical and Applied Finance,2006

2. Risk Aversion and Risk Premia in the CDS Market;J D Amato;BIS Quarterly Review,2005

3. The Credit Spread Puzzle;J Amato;BIS Quarterly Review,2003

4. Understanding Changes in Corporate Credit Spreads;D Avramov;Financial Analysts Journal,2007

Cited by 1 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. Developments in Structured Finance Markets;Credit Securitizations and Derivatives;2013-08-29

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