Swap credit risk: An empirical investigation on transaction data

Journal of Banking and Finance

Volumn 21, Issue 10, 1997, Pages 1351-1373

  Cossin, Didier ^a   Pirotte, Hugues ^b  

^a UNIVERSITY OF LAUSANNE   (Switzerland)

^b UNIVERSITY OF LAUSANNE   (Switzerland)

Author keywords

Credit risk; Derivatives; Empirical study; Swaps

Indexed keywords

EID: 0031256283     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(97)00022-8     Document Type: Article

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