CDS volatility: the key signal of credit quality (Q2393344)
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scientific article; zbMATH DE number 6196256
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | CDS volatility: the key signal of credit quality |
scientific article; zbMATH DE number 6196256 |
Statements
CDS volatility: the key signal of credit quality (English)
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7 August 2013
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credit default swaps
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event study
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exponential GARCH
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0.7365781664848328
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0.7319594621658325
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0.7122789621353149
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0.7008442282676697
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0.6923534870147705
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