Results for Credit default swap

Publications & Outputs

1. What drives corporate default risk premia? evidence from the CDS market

   Diaz, A., Groba, J. & Serrano, P., 10/2013, In: Journal of International Money and Finance. 37, p. 529-563 35 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Understanding liquidity and credit risks in the financial crisis.

   Gefang, D., Koop, G. & Potter, S. M., 12/2011, In: Journal of Empirical Finance. 18, 5, p. 903-914 12 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review