On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting
Stephane GOUTTE, Khaled GUESMI, Ilyes ABID, Abderrazak DHAOUIOn the determinants of industry-CDS index spreads: Evidence from a nonlinear setting
Publication type:
Scientific Article
Date de parution:
01/2018
Support:
Journal of International Financial Markets, Institutions & Money