The Determinants Of Cds Spreads
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- Galil, Koresh & Shapir, Offer Moshe & Amiram, Dan & Ben-Zion, Uri, 2014. "The determinants of CDS spreads," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 271-282.
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More about this item
Keywords
Credit Default Swap; CDS; Credit spread; Corporate bond; Structural model;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2013-12-20 (Financial Markets)
- NEP-ORE-2013-12-20 (Operations Research)
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