Are financial ratios relevant for trading credit risk? Evidence from the CDS market (Q1621926)

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scientific article; zbMATH DE number 6976248
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English
Are financial ratios relevant for trading credit risk? Evidence from the CDS market
scientific article; zbMATH DE number 6976248

    Statements

    Are financial ratios relevant for trading credit risk? Evidence from the CDS market (English)
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    12 November 2018
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    CDS
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    financial ratios
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    Lasso
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    event study
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    asymmetrical impact
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    quantile regression
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