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On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting

Khaled Guesmi, Abderrazak Dhaoui, Stéphane Goutte and Ilyes Abid

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Date: 2018-09
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Citations: View citations in EconPapers (7)

Published in Journal of International Financial Markets, Institutions and Money, 2018, 56, pp.233-254. ⟨10.1016/j.intfin.2018.01.005⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-02148926

DOI: 10.1016/j.intfin.2018.01.005

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