The determinants of CDS prices: an industry-based investigation

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Contribution to collective works (Parts of books)

Sougné, Danielle; Heuchenne, Cédric; Hübner, Georges

2008 • In Wagner, Niklas (Ed.) Credit Risk: Models, Derivatives and Management. Empirical Studies and Analysis. Financial Mathematics Series.

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https://hdl.handle.net/2268/11269

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Disciplines :

Finance

Author, co-author :

Sougné, Danielle ; Université de Liège - ULiège > HEC-Ecole de gestion : UER > UER Finance et Droit

Heuchenne, Cédric ; Université de Liège - ULiège > HEC - École de gestion de l'ULiège > Statistique appliquée à la gestion et à l'économie

Hübner, Georges ; Université de Liège - ULiège > HEC - École de gestion de l'ULiège > Gestion financière

Language :

English

Title :

The determinants of CDS prices: an industry-based investigation

Publication date :

2008

Main work title :

Credit Risk: Models, Derivatives and Management. Empirical Studies and Analysis. Financial Mathematics Series.

Author, co-author :

Wagner, Niklas

Publisher :

CRC
Chapman & Hall

Pages :

85-96

Available on ORBi :

since 16 April 2009

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