Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk?
Preprint
- 1 January 2003
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
We investigate the influence of various fundamental variables on a cross-section of credit default swap transaction data. Credit default swap rates can be seenKeywords
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