摘要: The paper examines three equity-based structural models to study the nonlinear relationship between equity and credit default swap (CDS) prices. These models di.er in the specification of the default barrier. With cross-firm CDS p... 展开
作者 | Stuart M. Turnbull Jun Yang | ||
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作者单位 | |||
文集名称 | 2008 China international conference in finance | ||
出版年 | 2008 | ||
出版社/出版地 | Tsinghua University. China Center for Financial Research / Beijing | ||
会议名称 | China International Conference in Finance | ||
开始页/总页数 | 1 / 40 | ||
会议日期/会议地点 | 20080702-05 / Dalian | 会议年 | 2008 |
中图分类号 | F8 | ||
馆藏号 | N2011EMST0005698 |