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 |