The Cross-Section of Recovery Rates and Default Probabilities Implied by Credit Default Swap Spreads
Elkamhi, Redouane; Jacobs, Kris; Pan, Xuhui (Nick)
- 期刊名称SSRN Electronic Journal
- 作者Elkamhi, Redouane; Jacobs, Kris; Pan, Xuhui (Nick)
- 电子ISSN1556-5068
- 文件大小409.51KB
- 发表时间2010
- DOI10.2139/ssrn.1726126