Open AccessDefault and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
Author(s) -
Kenneth J. Singleton,
Jun Pan
Publication year - 2005
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.687203
Subject(s) - issuer , term (time) , credit risk , event (particle physics) , credit default swap , default , sovereignty , econometrics , economics , mathematics , actuarial science , physics , finance , political science , quantum mechanics , politics , law
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