An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps
| Year of publication: |
2004
|
|---|---|
| Authors: | Brennan, Simon ; Marsh, Ian W. ; Blanco Escolar, Roberto |
| Publisher: |
Banco de España. Servicio de Estudios / Madrid : Banco de España. Servicio de Estudios, 2004 |
| Subject: | Valoración de activos derivados |
| Type of publication: | Other |
|---|---|
| Language: | English |
| Notes: | Documentos de trabajo / Banco de España, 0401 ISSN: 0213-2710 000144116 DTRA-200401-eng |
| Source: | BASE |
Persistent link: https://www.econbiz.de/10012530035