The Credit Default Swap Basis

By Lopez Dr Jose A.  

Journal of Risk Management in Financial Institutions, Vol. 1, Iss. 1, 2007-10 ,pp. : 117-118

Henry Stewart Publications

Access to resources Recommend Favorite

An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market

By Zhu Haibin  

Journal of Financial Services Research, Vol. 29, Iss. 3, 2006-06 ,pp. : 211-235

Springer Publishing Company

Access to resources Recommend Favorite

Dynamic Interactions Between Interest-Rate and Credit Risk: Theory and Evidence on the Credit Default Swap Term Structure

By Chen Ren-Raw   Cheng Xiaolin   Wu Liuren  

Review of Finance, Vol. 17, Iss. 1, 2013-01 ,pp. : 403-441

Oxford University Press

Access to resources Recommend Favorite

A critical evaluation of the European credit default swap reform: Its challenges and adverse effects as a result of insufficient assumptions

By Dømler Frederik  

Journal of Banking Regulation, Vol. 14, Iss. 1, 2013-01 ,pp. : 33-60

Palgrave Macmillan Ltd

Access to resources Recommend Favorite

Valuation of credit default swaps and swaptions

By Jamshidian Farshid  

Finance and Stochastics, Vol. 8, Iss. 3, 2004-08 ,pp. : 343-371

Springer Publishing Company

Access to resources Recommend Favorite