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.