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FU XIAOQING [1]
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Determinants of Credit Default Swap Spreads: A Four-Market Panel Data Analysis
Journal article
Matthew C. Li, Xiaoqing (Maggie) Fu. Determinants of Credit Default Swap Spreads: A Four-Market Panel Data Analysis[J]. Journal of Finance and Economics, 2017, 5(1), 9-31.
Authors:
Matthew C. Li
;
Xiaoqing (Maggie) Fu
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Submit date：2019/12/03
Credit Default Swaps
Structural Models
Firm Performance
Macroeconomic Conditions
Financial Crisis
Garch Volatility
