The pricing of correlated default risk: Evidence from the credit derivatives market

Journal of Fixed Income

Volumn 18, Issue 1, 2008, Pages 5-24

  Tarashev, Nikola ^a   Zhu, Haibin ^a  

^a BANK FOR INTERNATIONAL SETTLEMENTS   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 48549085921     PISSN: 10598596     EISSN: None     Source Type: Journal    
DOI: 10.3905/jfi.2008.708840     Document Type: Article

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