Are there Counterparty Risk Premia contained in CDS Spreads?
ISBN
978-1-4438-3467-4
Type
book section
Date Issued
2012
Author(s)
Editor(s)
Callaghan, Joseph
Murphy, Austin
Qian, Hong
Language
English
HSG Classification
contribution to scientific community
Refereed
No
Book title
First International Conference on Credit Analysis and Risk Management
Publisher
Cambridge Scholars Publishing
Publisher place
Newcastle upon Tyne
Start page
206
End page
217
Pages
12
Subject(s)
Eprints ID
210673