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

著者

• Zhang, Benjamin Yibin
• Zhou, Hao
• Zhu, Haibin
• Bank for International Settlements

書誌事項

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

注記

"Monetary and Economic Department"

"September 2005"

Includes bibliographical references (p. 22-25)

詳細情報

• NII書誌ID(NCID): BB15082826
• 出版国コード: sz
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Basel
• ページ数/冊数: 40 p.
• 大きさ: 30 cm
• 親書誌ID:
  • BB09801553