Restructuring risk in credit default swaps: an empirical analysis (Q2464865)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5221062
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Restructuring risk in credit default swaps: an empirical analysis |
scientific article; zbMATH DE number 5221062 |
Statements
Restructuring risk in credit default swaps: an empirical analysis (English)
0 references
17 December 2007
0 references
The paper estimates the price for restructuring risk in the U.S. corporate bond market during 1999--2005.
0 references
credit default swaps
0 references
restructuring credit event
0 references
reduced-form credit risk modeling
0 references
0.7585477232933044
0 references
0.7452510595321655
0 references
0.7429766058921814
0 references
0.7413831353187561
0 references
0.7374772429466248
0 references
