The Empirical Determinants of Credit Default Swap Spreads: a Quantile Regression Approach

AuthID
P-008-D5C
3
Author(s)
Pires, P
·
Document Type
Article
Year published
2015
Published
in EUROPEAN FINANCIAL MANAGEMENT, ISSN: 1354-7798
Volume: 21, Issue: 3, Pages: 556-589 (34)
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Publication Identifiers
Scopus: 2-s2.0-84930045852
Wos: WOS:000355622900006
Source Identifiers
ISSN: 1354-7798
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