Explaining credit default swap spreads with equity volatility and jump risks of individual firms:
Gespeichert in:
Hauptverfasser: | , , |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Basel
Bank for Internat. Settlements
2005
|
Schriftenreihe: | BIS working papers
181 |
Beschreibung: | Literaturverz. S. 22 - 25 |
Beschreibung: | 40 S. graph. Darst. |
Internformat
MARC
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005 | 20110228 | ||
007 | t | ||
008 | 110326s2005 d||| |||| 00||| eng d | ||
035 | |a (OCoLC)254739115 | ||
035 | |a (DE-599)BVBBV026960570 | ||
040 | |a DE-604 |b ger |e rakwb | ||
041 | 0 | |a eng | |
049 | |a DE-188 | ||
100 | 1 | |a Zhang, Benjamin Yibin |e Verfasser |4 aut | |
245 | 1 | 0 | |a Explaining credit default swap spreads with equity volatility and jump risks of individual firms |c by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu |
264 | 1 | |a Basel |b Bank for Internat. Settlements |c 2005 | |
300 | |a 40 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 1 | |a BIS working papers |v 181 | |
500 | |a Literaturverz. S. 22 - 25 | ||
700 | 1 | |a Zhou, Hao |e Verfasser |4 aut | |
700 | 1 | |a Zhu, Haibin |e Verfasser |4 aut | |
810 | 2 | |a Bank für Internationalen Zahlungsausgleich <Basel> |t BIS working paper |v 181 |w (DE-604)BV005629122 |9 181 | |
999 | |a oai:aleph.bib-bvb.de:BVB01-021621631 |
Datensatz im Suchindex
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any_adam_object | |
author | Zhang, Benjamin Yibin Zhou, Hao Zhu, Haibin |
author_facet | Zhang, Benjamin Yibin Zhou, Hao Zhu, Haibin |
author_role | aut aut aut |
author_sort | Zhang, Benjamin Yibin |
author_variant | b y z by byz h z hz h z hz |
building | Verbundindex |
bvnumber | BV026960570 |
ctrlnum | (OCoLC)254739115 (DE-599)BVBBV026960570 |
format | Book |
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id | DE-604.BV026960570 |
illustrated | Illustrated |
indexdate | 2024-07-09T23:03:20Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021621631 |
oclc_num | 254739115 |
open_access_boolean | |
owner | DE-188 |
owner_facet | DE-188 |
physical | 40 S. graph. Darst. |
publishDate | 2005 |
publishDateSearch | 2005 |
publishDateSort | 2005 |
publisher | Bank for Internat. Settlements |
record_format | marc |
series2 | BIS working papers |
spelling | Zhang, Benjamin Yibin Verfasser aut Explaining credit default swap spreads with equity volatility and jump risks of individual firms by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu Basel Bank for Internat. Settlements 2005 40 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier BIS working papers 181 Literaturverz. S. 22 - 25 Zhou, Hao Verfasser aut Zhu, Haibin Verfasser aut Bank für Internationalen Zahlungsausgleich <Basel> BIS working paper 181 (DE-604)BV005629122 181 |
spellingShingle | Zhang, Benjamin Yibin Zhou, Hao Zhu, Haibin Explaining credit default swap spreads with equity volatility and jump risks of individual firms |
title | Explaining credit default swap spreads with equity volatility and jump risks of individual firms |
title_auth | Explaining credit default swap spreads with equity volatility and jump risks of individual firms |
title_exact_search | Explaining credit default swap spreads with equity volatility and jump risks of individual firms |
title_full | Explaining credit default swap spreads with equity volatility and jump risks of individual firms by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu |
title_fullStr | Explaining credit default swap spreads with equity volatility and jump risks of individual firms by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu |
title_full_unstemmed | Explaining credit default swap spreads with equity volatility and jump risks of individual firms by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu |
title_short | Explaining credit default swap spreads with equity volatility and jump risks of individual firms |
title_sort | explaining credit default swap spreads with equity volatility and jump risks of individual firms |
volume_link | (DE-604)BV005629122 |
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