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Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads.

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Title: Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads.
Authors: PAN, JUN, SINGLETON, KENNETH J.1
Source: Journal of Finance (Wiley-Blackwell). Oct2008, Vol. 63 Issue 5, p2345-2384. 40p. 9 Charts, 11 Graphs.
Database: Business Source Ultimate
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PubType: Academic Journal
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        Value: 10.1111/j.1540-6261.2008.01399.x
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        Text: English
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