Exploring the CDS-bond basis
Jan De Wit
| Year of publication: |
2006
|
|---|---|
| Authors: | De Wit, Jan |
| Publisher: |
Brussels : National Bank of Belgium |
| Subject: | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Anleihe | Bond | Risikoneutralität | Risk neutrality | Euro | US-Dollar | US dollar | 2004-2005 |
| Extent: | 34 S. graph. Darst. |
|---|---|
| Series: | Working paper / National Bank of Belgium. - Brussels, ISSN 1375-680X, ZDB-ID 2149095-8. - Vol. 104 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | CDS = Credit Default Swaps Internetausg.: http://www.bnb.be/doc/ts/publications/wp/wp104En.pdf |
| Classification: | C12 - Hypothesis Testing ; C19 - Econometric and Statistical Methods: General. Other ; C23 - Models with Panel Data ; G15 - International Financial Markets ; G19 - General Financial Markets. Other |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003391442