The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk

Paul Schneider, Leopold Sögner, Tanja Veza

Publication: Working/Discussion Paper › Working Paper/Preprint

Original language	German (Austria)
Publication status	Published - 1 Oct 2007

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TY - UNPB

T1 - The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk

AU - Schneider, Paul

AU - Sögner, Leopold

AU - Veza, Tanja

PY - 2007/10/1

Y1 - 2007/10/1

UR - http://www.wu-wien.ac.at/fed/Mitarbeiter/Schneider/cdsspecification.pdf

M3 - Working Paper/Preprint

BT - The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk

ER -