Results for credit risk

Publications & Outputs

1. Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors

   Lin, M. T., Kolokolova, O. & Poon, S. H., 31/01/2021, In: European Journal of Finance. 27, 1-2, p. 136-157 22 p.

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