Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
- Författare
- Yibin Zhang
- (Benjamin Yibin Zhang, Hao Zhou, and Haibin Zhu.)
- Genre
- Bibliografi
- Språk
- Engelska
Förlag | År | Ort | Om boken | ISBN |
---|---|---|---|---|
Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board | 2005 | District of Columbia, Washington, D.C | 55 sidor. : ill. 28 cm. |