The Empirical Determinants of Credit Default Swap Spreads: A Quantile Regression Approach

AuthID
 P-008-D5C
3
Author(s)
Pires, P
·
Document Type
Article in Press
Year published
2013
Published
in European Financial Management, ISSN: 1354-7798
Volume: 21, Issue: 3, Pages: 556-589
Indexing
Scopus®
Crossref®42
Google Scholar®
Publication Identifiers
Scopus: 2-s2.0-84882806359
Source Identifiers
ISSN: 1354-7798
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