Measuring default risk premia from default swap rates and EDFs

Author(s)

Bibliographic Information

Measuring default risk premia from default swap rates and EDFs

by Antje Berndt ... [et al.]

（BIS working papers, no. 173）

Bank for International Settlements, c2005

  • : print

Available at  / 1 libraries

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Note

"Monetary and Economic Department"

"March 2005"

Includes bibliographical references (p. 45-48)

Related Books： 1-1 of 1

Details

  • NCID
    BB14962733
  • Country Code
    sz
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Basel
  • Pages/Volumes
    v, 48 p.
  • Size
    30 cm
  • Parent Bibliography ID
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