An empirical analysis of the dynamic relation between investment-grade bonds and credit default swaps
Roberto Blanco, Simon Brennan, Ian W. Marsh
| Year of publication: |
2005
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|---|---|
| Authors: | Blanco, Roberto ; Brennan, Simon ; Marsh, Ian |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 60.2005, 5, p. 2255-2282
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| Subject: | Kreditrisiko | Credit risk | Swap | Schätzung | Estimation | USA | United States | Großbritannien | United Kingdom | Kreditderivat | Credit derivative |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003159335