Work

A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface

Year: 2013

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.21594

Authors: José Da Fonseca, Katrin Gottschalk

Institution: Auckland University of Technology

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1537584187

FWCI: 4.062

Cites: 32

Cited by: 17

Related to: 10