SMEAL WIKI

Separating the Components of Default Risk: A Derivative-Based Approach

Anh Le
Year2014
VenueQuarterly Journal of Finance
Typearticle
Citations46
DOI10.1142/s2010139215500056
OpenAlexW2142038293

Topics

Credit Risk and Financial RegulationsCredit default swapLeverage (statistics)Volatility (finance)Loss given defaultLeverage effect