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

AuthID
P-008-D5C
3
Author(s)
Tipo de Documento
Article
Year published
2015
Publicado
in EUROPEAN FINANCIAL MANAGEMENT, ISSN: 1354-7798
Volume: 21, Número: 3, Páginas: 556-589 (34)
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-84930045852
Wos: WOS:000355622900006
Source Identifiers
ISSN: 1354-7798
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