Explaining credit default swap spreads with equity volatility and jump risks of individual firms

Author(s)

Bibliographic Information

Explaining credit default swap spreads with equity volatility and jump risks of individual firms

by Benjamin Yibin Zhang, Hao Zhou & Haibin Zhu

(BIS working papers, no. 181)

Bank for International Settlements, c2005

  • : print

Available at  / 1 libraries

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Note

"Monetary and Economic Department"

"September 2005"

Includes bibliographical references (p. 22-25)

Related Books: 1-1 of 1

Details

  • NCID
    BB15082826
  • Country Code
    sz
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Basel
  • Pages/Volumes
    40 p.
  • Size
    30 cm
  • Parent Bibliography ID
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