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Determinants of Credit Default Swap Spread: Evidence from the Japanese Credit Derivative Market

Determinants of Credit Default Swap Spread: Evidence from the Japanese Credit Derivative Market Comments by Carl R. Chen The authors study the determinants of credit default swap spread using Japanese data set containing 106 firms from January 2001 to December 2004.

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Lower credit firms - PowerPoint PPT Presentation

Determinants of Credit Default Swap Spread: Evidence from the Japanese Credit Derivative Market