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The Determinants of Credit Default Swap Premia

Journal of financial and quantitative analysis, 2009-02, Vol.44 (1), p.109-132 [Peer Reviewed Journal]

Copyright © Michael G. Foster School of Business, University of Washington 2009 ;Copyright 2009 Michael G. Foster School of Business ;Copyright University of Washington, School of Business Administration Feb 2009 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109009090061 ;CODEN: JFQAAC

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