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http://bura.brunel.ac.uk/handle/2438/28562| Title: | Corporate Credit Default Swap Systematic Factors |
| Authors: | Chan, KK Lin, M-T Lu, Q |
| Keywords: | credit default swap (CDS);CDS;systematic factors;CDS determinants;credit risk |
| Issue Date: | 2024 |
| Publisher: | Wiley |
| Citation: | Chan, K.K., Lin, M.-T. and Lu, Q. (2024) 'Corporate Credit Default Swap Systematic Factors', Journal of Futures Markets, 0 (accepted, in press), pp. 1 - [31]. doi: 10.1002/fut.22505. |
| Abstract: | ... |
| Description: | Data Availability All data used is obtained from third-party data providers. Data will be made available on request with the permission of the data providers. JEL: G12, G13, G23. |
| URI: | https://bura.brunel.ac.uk/handle/2438/28562 |
| DOI: | https://doi.org/10.1002/fut.22505 |
| ISSN: | 0270-7314 |
| Other Identifiers: | ORCiD: Ka Kei Chan https://orcid.org/0000-0001-5883-193X |
| Appears in Collections: | Dept of Economics and Finance Embargoed Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | Embargoed until publication | 433.69 kB | Adobe PDF | View/Open |
| Appendix.pdf | Embargoed until publication | 190.17 kB | Adobe PDF | View/Open |
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