Systematic and idiosyncratic default risk in synthetic credit markets

Feldhütter, P and Nielsen, M S (2012) Systematic and idiosyncratic default risk in synthetic credit markets. Journal of Financial Econometrics, 10 (2). pp. 292-324. ISSN 1479-8417

DOI: 0.1093/jjfinec/nbr011

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Item Type: Article
Subject Areas: Finance
Date Deposited: 17 May 2016 11:55
Last Modified: 02 Sep 2019 15:27
URI: http://lbsresearch.london.edu/id/eprint/357
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