Title of article

Pricing default swaps: Empirical evidence

Author/Authors

Patrick Houweling، نويسنده , , Ton Vorst، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2005

Pages

26

From page

1200

To page

1225

Keywords

Credit risk , Default risk , Recovery rates , Credit default swaps , Reduced form models

Journal title

Journal of International Money and Finance

Serial Year

2005

Journal title

Journal of International Money and Finance

Record number

191494