Is Thailand's credit default swap market linked to bond and stock markets? : evidence from the term structure of credit spreads
Year of publication: |
December 2018
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Authors: | Boonlert Jitmaneeroj |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 46.2018, p. 324-341
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Subject: | Term structure | Credit spreads | Bond spreads | Credit default swap | Basis | Zinsstruktur | Yield curve | Kreditderivat | Credit derivative | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Anleihe | Bond | Thailand | Rentenmarkt | Bond market | Aktienmarkt | Stock market |
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