The comovement of credit default swap, bond and stock markets : an empirical analysis
Year of publication: |
02 Sept. 2004
|
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Other Persons: | Norden, Lars (contributor) ; Weber, Martin (contributor) |
Publisher: |
Frankfurt, Main : Center for Financial Studies |
Subject: | Swap | Derivat | Derivative | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Aktienmarkt | Stock market |
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