Qinye Lu

De Montfort University

The Gateway

Leicester, LE1 9BH

United Kingdom

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Corporate Credit Default Swap Systematic Factors

Number of pages: 49 Posted: 21 Dec 2020
Ka Kei Chan, Ming-Tsung Lin and Qinye Lu
Brunel University London, University of Essex and De Montfort University
Downloads 26 (569,685)

Abstract:

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Credit Default Swap (CDS), CDS Systematic Factors