Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach
Year: 2013
Type: article
Source: Journal of Banking & Finance
Authors: Saad Badaoui, Lara Cathcart, Lina El-Jahel
Institutions: Imperial College London, University of Auckland
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W3122222147