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The impact of
Stock returns volatility on credit default swap rates: A copula
study, Version May 2005
Fathi Abida
University of Sfax, UR: MO.DES.FI, Tunisia
Faculty of business and economic, Road of the airport Km 4
Tel: +216 74 27 91 54
Fathi.Abid@fsegs.rnu.tn
Nader Naifarb
University of Sfax, UR: MO.DES.FI, Tunisia
Faculty of business and economic, Road of the airport Km 4
doctoratnader@yahoo.fr
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