Swap credit risk: An empirical investigation on transaction data

Didier Cossin and Hugues Pirotte Speder

Journal of Banking & Finance, 1997, vol. 21, issue 10, 1351-1373

Date: 1997
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Citations: View citations in EconPapers (10)

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Working Paper: Swap Credit Risk: An Empirical Investigation on Transaction Data (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:21:y:1997:i:10:p:1351-1373

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