The determinants of CDS spreads: evidence from the model space
M. Pelster, J. Vilsmeier, Review of Derivatives Research 21 (2017) 63–118.
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Pelster, MatthiasLibreCat 
;
Vilsmeier, Johannes
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Vilsmeier, JohannesDepartment
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Journal Title
Review of Derivatives Research
Volume
21
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1
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63-118
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Pelster M, Vilsmeier J. The determinants of CDS spreads: evidence from the model space. Review of Derivatives Research. 2017;21(1):63-118. doi:10.1007/s11147-017-9134-6
Pelster, M., & Vilsmeier, J. (2017). The determinants of CDS spreads: evidence from the model space. Review of Derivatives Research, 21(1), 63–118. https://doi.org/10.1007/s11147-017-9134-6
@article{Pelster_Vilsmeier_2017, title={The determinants of CDS spreads: evidence from the model space}, volume={21}, DOI={10.1007/s11147-017-9134-6}, number={1}, journal={Review of Derivatives Research}, publisher={Springer Nature}, author={Pelster, Matthias and Vilsmeier, Johannes}, year={2017}, pages={63–118} }
Pelster, Matthias, and Johannes Vilsmeier. “The Determinants of CDS Spreads: Evidence from the Model Space.” Review of Derivatives Research 21, no. 1 (2017): 63–118. https://doi.org/10.1007/s11147-017-9134-6.
M. Pelster and J. Vilsmeier, “The determinants of CDS spreads: evidence from the model space,” Review of Derivatives Research, vol. 21, no. 1, pp. 63–118, 2017.
Pelster, Matthias, and Johannes Vilsmeier. “The Determinants of CDS Spreads: Evidence from the Model Space.” Review of Derivatives Research, vol. 21, no. 1, Springer Nature, 2017, pp. 63–118, doi:10.1007/s11147-017-9134-6.
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