Work

Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk?

Year: 2003

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.375563

Authors: Daniel Aunon-Nerin, Didier Cossin, Tomas Hricko, Zhijiang Huang

Institution: University of Lausanne

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1832337248

Cites: 38

Cited by: 139

Related to: 10