Amanote Research

Amanote Research

    RegisterSign In

Pricing Default Swaps: Empirical Evidence

Journal of International Money and Finance - United Kingdom
doi 10.1016/j.jimonfin.2005.08.009
Full Text
Open PDF
Abstract

Available in full text

Categories
EconomicsEconometricsFinance
Date

December 1, 2005

Authors
Patrick HouwelingTon Vorst
Publisher

Elsevier BV


Related search

Fast Pricing of Basket Default Swaps

Operations Research
Management ScienceComputer Science ApplicationsOperations Research
2008English

Market Frictions and the Pricing of Sovereign Credit Default Swaps

Journal of International Money and Finance
EconomicsEconometricsFinance
2016English

Pricing-Hedging Duality for Credit Default Swaps and the Negative Basis Arbitrage

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2019English

Pricing Collateralized Swaps

SSRN Electronic Journal
2003English

Credit Default Swaps Networks and Systemic Risk

Scientific Reports
Multidisciplinary
2014English

Credit Default Swaps and the Credit Crisis

2009English

Credit Default Swaps and Corporate Cash Holdings

SSRN Electronic Journal
2012English

Engineered Credit Default Swaps: Innovative or Manipulative?

SSRN Electronic Journal
2019English

Credit Default Swaps and the Credit Crisis

SSRN Electronic Journal
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy