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Explaining credit default swap spreads with equity volatility and jump risks of individual firms. Working Paper, Fitch Ratings (2005)

by Benjamin Yibin Zhang , Hao Zhou , Haibin Zhu , Ren-raw Chen , Greg Duffee , Darrell Duffie , Mike Gibson , Jean Helwege , Jingzhi Huang
Citations:43 - 3 self