Browsing by Subject Credit Default Swap
Showing results 1 to 3 of 3
| Issue Date | Title | Author(s) |
|---|---|---|
| 16-Oct-2013 | A value at risk analysis of credit default swaps | - |
| 16-Oct-2013 | The pricing of correlated default risk: evidence from the credit derivatives market | - |
| 16-Oct-2013 | Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery | - |