THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES: AN EXPLANATORY STUDY

DOI10.1142/S0219024906003445zbMath1137.91420MaRDI QIDQ3379408

Fathi Abid, Nader Naifar

Publication date: 6 April 2006

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

credit riskcredit derivativesratingmarket variables

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

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• The Pricing of Options and Corporate Liabilities
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