The Cross Section of Recovery Rates and Default Probabilities Implied by Credit Default Swap Spreads
- 期刊名称Journal of Financial and Quantitative Analysis
- 作者Elkamhi, Redouane; Jacobs, Kris; Pan, Xuhui
- 卷第49卷
- 期第1期
- 印刷ISSN0022-1090
- 电子ISSN1756-6916
- 文件大小326.15KB
- 发表时间2014-02
- DOI10.1017/s0022109014000088
- 页码193-220
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