The Term Structure of Credit Spreads and Credit Default Swaps an Empirical Investigation

Stefan Trück, Matthias Laub, Svetlozar T. Rachev

Research output: Contribution to journalArticlepeer-review

7 Citations (Scopus)

Fingerprint

Dive into the research topics of 'The Term Structure of Credit Spreads and Credit Default Swaps an Empirical Investigation'. Together they form a unique fingerprint.

Business & Economics