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 1479-8409
Official URL: http://jfec.oxfordjournals.org/cgi/doi/10.1093/jjf...
DOI: 0.1093/jjfinec/nbr011
More Details
Item Type: | Article |
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Subject Areas: | Finance |
Date Deposited: | 17 May 2016 11:55 |
Last Modified: | 23 Dec 2019 14:35 |
URI: | https://lbsresearch.london.edu/id/eprint/357 |