## Abstract This article proposes a simple approach for explaining credit default swap premia. Specifically, it investigates the effects of historical and optionβimplied equity volatility on credit default swap premia, thus extending an idea proposed by Campbell and Taksler (in press) in the contex
β¦ LIBER β¦
Forecastable default risk premia and innovations
β Scribed by Patrick A. Traichal; Steve A. Johnson
- Book ID
- 110666527
- Publisher
- Springer US
- Year
- 1999
- Tongue
- English
- Weight
- 967 KB
- Volume
- 23
- Category
- Article
- ISSN
- 1055-0925
No coin nor oath required. For personal study only.
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