Decomposing European CDS Returns*
Author:
Affiliation:
1. Tepper School of Business, Carnegie Mellon University
2. Leeds School of Business, University of Colorado at Boulder
Publisher
Oxford University Press (OUP)
Subject
Finance,Economics and Econometrics,Accounting
Link
http://academic.oup.com/rof/article-pdf/14/2/189/26301340/rfq004.pdf
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4. Financial ratios, discriminant analysis and the prediction of corporate bankruptcy;Altman;Journal of Finance,1968
5. Asymptotic theory of certain “goodness-of-fit” criteria based on stochastic processes;Anderson;Annals of Mathematical Statistics,1952
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