Explaining credit default swap spreads with the equity volatility and jump risks of individual firms

Review of Financial Studies

Volumn 22, Issue 12, 2009, Pages 5099-5131

  Zhang, Benjamin Yibin ^a   Zhou, Hao ^b   Zhu, Haibin ^c  

^a Union Bank of Switzerland   (Switzerland)

^b FEDERAL RESERVE BOARD   (United States)

^c BANK FOR INTERNATIONAL SETTLEMENTS   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 73449103190     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhp004     Document Type: Article

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