Credit Default Swap Spread (CDs) to Predict a Default
This paper investigates the ability of the Credit Default Swap Spread (CDSs) to predict a default. As a result, I started to build a regression and correlation model to examine and check if there is a relation between two important variables, which are Credit Default Swap (CDS) and Expected Default...
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2012
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| Online Access: | http://bspace.buid.ac.ae/handle/1234/559 |
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