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

Publisher： John Wiley & Sons Inc

E-ISSN： 1468-036x|21|3|556-589

ISSN： 1354-7798

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

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