Accounting-based versus market-based cross-sectional models of CDS spreads

Journal of Banking and Finance

Volumn 33, Issue 4, 2009, Pages 719-730

  Das, Sanjiv R ^a   Hanouna, Paul ^b   Sarin, Atulya ^a  

^a SANTA CLARA UNIVERSITY   (United States)

^b VILLANOVA UNIVERSITY   (United States)

Author keywords

Bankruptcy prediction; Credit default swap; Credit risk

Indexed keywords

EID: 60649086726     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2008.11.003     Document Type: Article

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