On the Relationship Between Europe Credit Default Swaps and the Related Factor of default risks
碩士 === 國立暨南國際大學 === 財務金融學系 === 101 === This study explores the effects of the economic environment in credit derivatives markets. To capture the effects of the economic environment, we derive the connections between default intensity and the explanatory factors extracted from economic/financial...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93340100310801128736 |