Restructuring risk in credit default swaps: an empirical analysis (Q2464865)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Restructuring risk in credit default swaps: an empirical analysis |
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Restructuring risk in credit default swaps: an empirical analysis (English)
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17 December 2007
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The paper estimates the price for restructuring risk in the U.S. corporate bond market during 1999--2005.
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credit default swaps
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restructuring credit event
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reduced-form credit risk modeling
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