Tomas Hricko

University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

Unil Dorigny, Batiment Internef

Lausanne, 1015

Switzerland

SCHOLARLY PAPERS

2

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Top 18,257

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9

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50

Scholarly Papers (2)

1.

Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk?

FAME Research Paper No. 65
Number of pages: 87 Posted: 05 Apr 2003
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and JP Morgan
Downloads 2,330 (9,831)
Citation 63

Abstract:

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Credit Derivatives, Credit Risk, Default Swaps, Ratings, Equity Information

2.

Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data

Number of pages: 65 Posted: 13 Jun 2001
Didier Cossin and Tomas Hricko
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 1,283 (24,743)
Citation 22

Abstract:

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