Pages that link to "Item:Q2464865"
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The following pages link to Restructuring risk in credit default swaps: an empirical analysis (Q2464865):
Displaying 4 items.
- Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (Q784432) (← links)
- Structural recovery of face value at default (Q2294656) (← links)
- Is Tail Risk Priced in Credit Default Swap Premia? (Q4554763) (← links)
- Credit Default Swaps and Bank Regulatory Capital* (Q5048061) (← links)