Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions
Aman, A. Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions. J. Risk Financial Manag. 2019, 12, 158. https://doi.org/10.3390/jrfm12040158
Aman A. Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions. Journal of Risk and Financial Management. 2019; 12(4):158. https://doi.org/10.3390/jrfm12040158
Chicago/Turabian StyleAman, Asia. 2019. "Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions" Journal of Risk and Financial Management 12, no. 4: 158. https://doi.org/10.3390/jrfm12040158