An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps
| Year of publication: |
2005
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|---|---|
| Authors: | Blanco, Roberto ; Brennan, Simon ; Marsh, Ian W. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 60.2005, 5, p. 2255-2282
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