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Spread Risk Premia in Corporate Credit Default Swap Markets
Language: en
Pages: 44

Spread Risk Premia in Corporate Credit Default Swap Markets

Authors: Oliver Entrop
Categories:
Type: BOOK - Published: 2016 - Publisher:

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The spread risk premium component of credit default swap (CDS) spreads represents a compensation demanded by protection sellers for future changes in CDS spread
Credit Default Swap Spreads and Variance Risk Premia (VRP)
Language: en
Pages: 43

Credit Default Swap Spreads and Variance Risk Premia (VRP)

Authors: Hao Wang
Categories: Reference
Type: BOOK - Published: 2011-04 - Publisher: DIANE Publishing

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What Drives Corporate Bond Risk Premia? Evidence from the CDS Market
Language: en
Pages:

What Drives Corporate Bond Risk Premia? Evidence from the CDS Market

Authors: Antonio Diaz
Categories:
Type: BOOK - Published: 2017 - Publisher:

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This article studies the economic factors behind corporate default risk premia in Europe during the period 2006-2010. We employ information embedded in Credit D
Credit Default Swaps - Pricing, Valuation and Investment Applications
Language: en
Pages: 61

Credit Default Swaps - Pricing, Valuation and Investment Applications

Authors: Panagiotis Papadopoulos
Categories: Business & Economics
Type: BOOK - Published: 2011-04 - Publisher: GRIN Verlag

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Seminar paper from the year 2010 in the subject Business economics - Investment and Finance, grade: 67%, University of Westminster (Westminster Business School)
Credit Default Swaps
Language: en
Pages: 150

Credit Default Swaps

Authors: Marti Subrahmanyam
Categories: Business & Economics
Type: BOOK - Published: 2014-12-19 - Publisher: Now Publishers

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Credit Default Swaps: A Survey is the most comprehensive review of all major research domains involving credit default swaps (CDS). CDS have been growing in imp