On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting

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https://halshs.archives-ouvertes.fr/halshs-02148926
Contributor : Stéphane Goutte <>
Submitted on : Wednesday, June 5, 2019 - 10:12:35 PM
Last modification on : Friday, June 7, 2019 - 1:15:40 AM

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Khaled Guesmi, Abderrazak Dhaoui, Stéphane Goutte, Ilyes Abid. On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting. Journal of International Financial Markets, Institutions and Money, Elsevier, 2018, 56, pp.233-254. ⟨10.1016/j.intfin.2018.01.005⟩. ⟨halshs-02148926⟩

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