Market expectations and default risk premium in credit default swap prices: A study of Argentine default

Journal of Fixed Income

Volumn 18, Issue 1, 2008, Pages 37-55

  Zhang, Frank Xiaoling ^a  

^a MORGAN STANLEY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 48549088983     PISSN: 10598596     EISSN: None     Source Type: Journal    
DOI: 10.3905/jfi.2008.708842     Document Type: Article

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