Explaining credit default swap spreads with equity volatility and jump risks of individual firms:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Basel
Bank for Internat. Settlements
2005
|
| Series: | BIS working papers
181 |
| Item Description: | Literaturverz. S. 22 - 25 |
| Physical Description: | 40 S. graph. Darst. |
Staff View
MARC
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| 100 | 1 | |a Zhang, Benjamin Yibin |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Explaining credit default swap spreads with equity volatility and jump risks of individual firms |c by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu |
| 264 | 1 | |a Basel |b Bank for Internat. Settlements |c 2005 | |
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| 700 | 1 | |a Zhu, Haibin |e Verfasser |4 aut | |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-021621631 | |
Record in the Search Index
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| author_facet | Zhang, Benjamin Yibin Zhou, Hao Zhu, Haibin |
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| id | DE-604.BV026960570 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T14:56:13Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021621631 |
| oclc_num | 254739115 |
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| owner | DE-188 |
| owner_facet | DE-188 |
| physical | 40 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Bank for Internat. Settlements |
| record_format | marc |
| series2 | BIS working papers |
| spelling | Zhang, Benjamin Yibin Verfasser aut Explaining credit default swap spreads with equity volatility and jump risks of individual firms by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu Basel Bank for Internat. Settlements 2005 40 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier BIS working papers 181 Literaturverz. S. 22 - 25 Zhou, Hao Verfasser aut Zhu, Haibin Verfasser aut Bank für Internationalen Zahlungsausgleich <Basel> BIS working paper 181 (DE-604)BV005629122 181 |
| spellingShingle | Zhang, Benjamin Yibin Zhou, Hao Zhu, Haibin Explaining credit default swap spreads with equity volatility and jump risks of individual firms |
| title | Explaining credit default swap spreads with equity volatility and jump risks of individual firms |
| title_auth | Explaining credit default swap spreads with equity volatility and jump risks of individual firms |
| title_exact_search | Explaining credit default swap spreads with equity volatility and jump risks of individual firms |
| title_full | Explaining credit default swap spreads with equity volatility and jump risks of individual firms by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu |
| title_fullStr | Explaining credit default swap spreads with equity volatility and jump risks of individual firms by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu |
| title_full_unstemmed | Explaining credit default swap spreads with equity volatility and jump risks of individual firms by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu |
| title_short | Explaining credit default swap spreads with equity volatility and jump risks of individual firms |
| title_sort | explaining credit default swap spreads with equity volatility and jump risks of individual firms |
| volume_link | (DE-604)BV005629122 |
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