The Term Structure of Credit Spreads and Credit Default Swaps - an Empirical Investigation

Published January 5, 2005
Author(s)
Stefan Trück , Matthias Lau , Svetlozar T. Rachev
Article Info
Volume 1 2004, Issue #3
TO CITE

661 Views
526 Downloads

References
0
Tables
0
Figures
0

Next >

Download Preview

Close

Investment Management and Financial Innovations

Investment Management and Financial Innovations

COOKIES
The cookie settings on this website are set to 'allow all cookies' to give you the best experience.

If you continue without changing these settings, you consent to this Read more

Accept