---
_id: '1448'
author:
- first_name: Matthias
  full_name: Pelster, Matthias
  id: '67265'
  last_name: Pelster
  orcid: ' https://orcid.org/0000-0001-5740-2420'
- first_name: Johannes
  full_name: Vilsmeier, Johannes
  last_name: Vilsmeier
citation:
  ama: 'Pelster M, Vilsmeier J. The determinants of CDS spreads: evidence from the
    model space. <i>Review of Derivatives Research</i>. 2017;21(1):63-118. doi:<a
    href="https://doi.org/10.1007/s11147-017-9134-6">10.1007/s11147-017-9134-6</a>'
  apa: 'Pelster, M., &#38; Vilsmeier, J. (2017). The determinants of CDS spreads:
    evidence from the model space. <i>Review of Derivatives Research</i>, <i>21</i>(1),
    63–118. <a href="https://doi.org/10.1007/s11147-017-9134-6">https://doi.org/10.1007/s11147-017-9134-6</a>'
  bibtex: '@article{Pelster_Vilsmeier_2017, title={The determinants of CDS spreads:
    evidence from the model space}, volume={21}, DOI={<a href="https://doi.org/10.1007/s11147-017-9134-6">10.1007/s11147-017-9134-6</a>},
    number={1}, journal={Review of Derivatives Research}, publisher={Springer Nature},
    author={Pelster, Matthias and Vilsmeier, Johannes}, year={2017}, pages={63–118}
    }'
  chicago: 'Pelster, Matthias, and Johannes Vilsmeier. “The Determinants of CDS Spreads:
    Evidence from the Model Space.” <i>Review of Derivatives Research</i> 21, no.
    1 (2017): 63–118. <a href="https://doi.org/10.1007/s11147-017-9134-6">https://doi.org/10.1007/s11147-017-9134-6</a>.'
  ieee: 'M. Pelster and J. Vilsmeier, “The determinants of CDS spreads: evidence from
    the model space,” <i>Review of Derivatives Research</i>, vol. 21, no. 1, pp. 63–118,
    2017.'
  mla: 'Pelster, Matthias, and Johannes Vilsmeier. “The Determinants of CDS Spreads:
    Evidence from the Model Space.” <i>Review of Derivatives Research</i>, vol. 21,
    no. 1, Springer Nature, 2017, pp. 63–118, doi:<a href="https://doi.org/10.1007/s11147-017-9134-6">10.1007/s11147-017-9134-6</a>.'
  short: M. Pelster, J. Vilsmeier, Review of Derivatives Research 21 (2017) 63–118.
date_created: 2018-03-20T11:32:19Z
date_updated: 2022-01-06T06:51:59Z
department:
- _id: '186'
- _id: '578'
doi: 10.1007/s11147-017-9134-6
intvolume: '        21'
issue: '1'
page: 63-118
publication: Review of Derivatives Research
publication_identifier:
  issn:
  - 1380-6645
  - 1573-7144
publication_status: published
publisher: Springer Nature
status: public
title: 'The determinants of CDS spreads: evidence from the model space'
type: journal_article
user_id: '67265'
volume: 21
year: '2017'
...