Determinants of credit default swaps spreads in European and Asian markets.
- Resource Type
- Article
- Authors
- Hassan, M Kabir; Ngow, Thiti S; Yu, Jung-Suk; Hassan, Abul
- Source
- Journal of Derivatives & Hedge Funds; Nov2013, Vol. 19 Issue 4, p295-310, 16p
- Subject
- CREDIT default swaps
FINANCIAL markets
MACROECONOMICS
REGRESSION analysis
DETERMINANTS (Mathematics)
MATHEMATICAL models
- Language
- ISSN
- 17539641
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