| Title | Other author(s) | |
|---|---|---|
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual FirmsBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2005-63, 20.12.2005) |
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Explaining credit default swap spreads with equity volatility and jump risks of individual firmsBank for International Settlements Working papers [View] (Paper: 181, 18.09.2005) |