How Important is a Non‐Default Factor for CDS Valuation?

Publisher: John Wiley & Sons Inc

E-ISSN: 1096-9934|35|11|1088-1101

ISSN: 0270-7314

Source: THE JOURNAL OF FUTURES MARKETS, Vol.35, Iss.11, 2015-11, pp. : 1088-1101

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Abstract