The comovement of credit default swap, bond and stock markets : an empirical analysis
Year of publication: |
2004
|
---|---|
Authors: | Norden, Lars ; Weber, Martin |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Swap | Derivat | Derivative | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Aktienmarkt | Stock market | Kreditderivat | Credit derivative |
-
Procasky, William J., (2021)
-
Maboulou, Alma P. Bimbabou, (2015)
-
Applications of CDS to bond portfolio management
Duyvesteyn, Johan, (2024)
- More ...
-
The Role of Non-Financial Factors in Internal Credit Ratings
Grunert, Jens, (2003)
-
The comovement of credit default swap, bond and stock markets: An empirical analysis
Norden, Lars, (2004)
-
Funding Modes of German Banks: Structural Changes and its Implications
Norden, Lars, (2005)
- More ...