The Pricing of Credit Default Swaps During Distress
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More about this item
KeywordsBond markets; Credit risk; Brazil; Risk premium; Prices; International financial markets; Credit default swaps; recovery value; default risk; bond; bonds; arbitrage; bond market; bond spreads; International Lending and Debt Problems;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-01-06 (All new papers)
- NEP-CFN-2007-01-06 (Corporate Finance)
- NEP-FMK-2007-01-06 (Financial Markets)
- NEP-IAS-2007-01-06 (Insurance Economics)
- NEP-MIC-2007-01-06 (Microeconomics)
- NEP-MST-2007-01-06 (Market Microstructure)
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