Anchoring Credit Default Swap Spreads to Firm Fundamentals

Publisher： Cambridge University Press

E-ISSN： 1756-6916|51|5|1521-1543

ISSN： 0022-1090

Source： Journal of Financial and Quantitative Analysis, Vol.51, Iss.5, 2016-12, pp. : 1521-1543

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The Empirical Determinants of Credit Default Swap Spreads: a Quantile Regression Approach

By  

EUROPEAN FINANCIAL MANAGEMENT, Vol. 21, Iss. 3, 2015-06 ,pp. : 556-589

John Wiley & Sons Inc

Access to resources Recommend Favorite

Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market

By  

THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 5, 2005-10 ,pp. : 2213-2253

John Wiley & Sons Inc

Access to resources Recommend Favorite

Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market

By  

THE JOURNAL OF FINANCE, Vol. 60, Iss. 5, 2005-10 ,pp. : 2213-2253

John Wiley & Sons Inc

Access to resources Recommend Favorite

Anchoring on Credit Spreads

By  

THE JOURNAL OF FINANCE, Vol. 70, Iss. 3, 2015-06 ,pp. : 1039-1080

John Wiley & Sons Inc

Access to resources Recommend Favorite

Credit default swap spread and succession events

By Gonenc Halit   Schorer Floris   Appel Willem P.F.  

Journal of Financial Regulation and Compliance, Vol. 15, Iss. 4, 2007-11 ,pp. : 450-463

Emerald Group Publishing Ltd

Access to resources Recommend Favorite