The relationship between credit default swap spreads, bond yields, and credit rating announcements
John Hull; Mirela Predescu; Alan White
| Year of publication: |
2004
|
|---|---|
| Authors: | Hull, John ; Predescu, Mirela ; White, Alan |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 28.2004, 11, p. 2789-2811
|
| Subject: | Kreditrisiko | Credit risk | Swap | Kreditwürdigkeit | Credit rating | Kreditderivat | Credit derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002362016