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Regime dependent determinants of credit default swap spreads

Alexander, C. and Kaeck, A. (2008) Regime dependent determinants of credit default swap spreads. Journal of Banking & Finance, 32 (6). pp. 1008-1021. ISSN 0378-4266

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To link to this item DOI: 10.1016/j.jbankfin.2007.08.002


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:18678
Publisher:Elsevier

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