The Credit Default Swap Market's Determinants
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References listed on IDEAS
- Ericsson, Jan & Jacobs, Kris & Oviedo, Rodolfo, 2009.
"The Determinants of Credit Default Swap Premia,"
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- Wisniewski, Tomasz Piotr & Lambe, Brendan John, 2015. "Does economic policy uncertainty drive CDS spreads?," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 447-458.
More about this item
KeywordsCredit default swap; credit risk; leverage; stock returns; equity volatility.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-03-08 (All new papers)
- NEP-FMK-2008-03-08 (Financial Markets)
- NEP-RMG-2008-03-08 (Risk Management)
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