An Invesigaion on CDS spreads: Accounting-based VS. Market-based Model
碩士 === 靜宜大學 === 財務金融研究所 === 98 === This paper investigates the determinants of credit default swap (CDS) spreads using Taiwan data. As CDS spreads capture the default risk aspects of firm financial distress, we employ models of financial distress relying on accounting-based information and market-ba...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/34259141395232918917 |