Sovereign risk and the pricing of corporate credit default swaps
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Author (Corporation)
Publication date
20.03.2015
Typ of student thesis
Course of study
Collections
Type
01A - Journal article
Editors
Editor (Corporation)
Supervisor
Parent work
Journal of Credit Risk
Special issue
DOI of the original publication
Link
Series
Series number
Volume
11
Issue / Number
1
Pages / Duration
1-27
Patent number
Publisher / Publishing institution
Infopro Digital Risk Limited
Place of publication / Event location
London
Edition
Version
Programming language
Assignee
Practice partner / Client
Abstract
Investigation about the impact of sovereign risk on the pricing of corporate credit risk.
Keywords
Subject (DDC)
Event
Exhibition start date
Exhibition end date
Conference start date
Conference end date
Date of the last check
ISBN
ISSN
1744-6619
1755-9723
1755-9723
Language
English
Created during FHNW affiliation
Yes
Strategic action fields FHNW
Publication status
Published
Review
Expert editing/editorial review
Open access category
Closed
License
Citation
Härri, M., Morkoetter, S., & Westerfeld, S. (2015). Sovereign risk and the pricing of corporate credit default swaps. Journal of Credit Risk, 11(1), 1–27. https://doi.org/10.21314/JCR.2015.189