Open AccessComponent Structure of Credit Default Swap Spreads and Their Determinants
Author(s) -
Ramaprasad Bhar,
David B. Colwell,
Peipei Wang
Publication year - 2017
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3082634
Subject(s) - credit default swap , itraxx , business , credit default swap index , financial system , swap (finance) , component (thermodynamics) , credit risk , econometrics , monetary economics , economics , actuarial science , credit valuation adjustment , finance , credit reference , physics , thermodynamics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom