Are there Counterparty Risk Premia contained in CDS Spreads?
| Item Type | Book Section |
| Abstract | |
| Authors | Morkötter, Stefan; Pleus, Johanna & Westerfeld, Simone |
| Editors | Callaghan, Joseph; Murphy, Austin & Qian, Hong |
| Language | English |
| Subjects | business studies |
| HSG Classification | contribution to scientific community |
| Refereed | No |
| Date | 2012 |
| Publisher | Cambridge Scholars Publishing |
| Place of Publication | Newcastle upon Tyne |
| Page Range | 206-217 |
| Number of Pages | 12 |
| Title of Book | First International Conference on Credit Analysis and Risk Management |
| ISBN | 978-1-4438-3467-4 |
| Depositing User | Prof. Dr. Simone Westerfeld |
| Date Deposited | 19 Mar 2012 11:28 |
| Last Modified | 20 Jul 2022 17:10 |
| URI: | https://www.alexandria.unisg.ch/publications/210673 |
DownloadFull text not available from this repository.CitationMorkötter, Stefan; Pleus, Johanna & Westerfeld, Simone: Are there Counterparty Risk Premia contained in CDS Spreads? In Callaghan, Joseph; Murphy, Austin & Qian, Hong (ed.): First International Conference on Credit Analysis and Risk Management. Newcastle upon Tyne : Cambridge Scholars Publishing, 2012, S. 206-217. Statisticshttps://www.alexandria.unisg.ch/id/eprint/210673
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