Author:
Benbouzid Nadia,Mallick Sushanta
Subject
Economics and Econometrics,Finance
Reference41 articles.
1. Regime dependent determinants of credit default swap spreads;Alexander;Journal of Banking & Finance,2008
2. Alper, C. E., Forni, L., & Marc, G. (2012). Pricing of sovereign credit risk: Evidence from advanced economies during the financial crisis. IMF Working Paper, IMF.
3. A comparative study of structural models of corporate bond yields: An exploratory investigation;Anderson;Journal of Banking and Finance,2000
4. Explaining credit default swap premia;Benkert;Journal of Futures Markets,2004
5. Corporate bond spreads and the business cycle;Bevan;Journal of Fixed Income,2000
Cited by
17 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