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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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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