Credit default swap

Field
Subfield
Domain
OpenAlex	C30589699

Smeal faculty

• Anh Le - score 1.3
• Samuel Burton Bonsall - score 0.8
• Jingzhi Huang - score 0.7

Papers

• Specification Analysis of Structural Credit Risk Models (2019) - cites 77
• Separating the Components of Default Risk: A Derivative-Based Approach (2014) - cites 46
• The Disciplining Effect of Credit Default Swap Trading on the Quality of Credit Rating Agencies† (2021) - cites 5
• Separating the Components of Default Risk:A Derivative-Based Approach (2007) - cites 4