Título:

The Transformation of Banking: Tying Loan Interest Rates to Borrowers' CDS Spreads

Autores:

Ivan T. Ivanov (Fed Res Board) (Fed Res Board)
João Santos (U Nova, Fed Res Bk of New York)
Thu Vo (Amherst Securities Group, Austin, TX)

Revista:

Journal of Corporate Finance

Ano:

2016

Volume:

38

Páginas:

150-165

Códigos JEL:

G13 - Contingent Pricing; Futures Pricing
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure

DOI:

10.1016/j.jcorpfin.2016.01.005