Travail de recherche/Working paper
| Titre: |
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| Auteur: | Peters, Marc; Pirotte, Hugues |
| Statut de publication: | Publié, 2014-08-18 |
| series: | Working Papers CEB, 14-018 |
| Sujet CREF: | Economie |
| Sujet JEL: | Asset Pricing; Trading volume; Bond Interest Rates |
| Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages | |
| Bankruptcy; Liquidation | |
| Volumes/pages: | 43 p. |
| Mots-clés: | Credit default swaps |
| CDS spreads | |
| structural model | |
| distance to default | |
| banking debt | |
| sovereign debt | |
| Langue: | Anglais |
| Identificateurs: | RePEc:sol:wpaper:2013/174728 |
