An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps
Roberto Blanco, Simon Brennan and Ian W. Marsh
Year of publication: |
2004
|
---|---|
Authors: | Blanco, Roberto ; Brennan, Simon ; Marsh, Ian |
Publisher: |
London |
Subject: | Kreditrisiko | Credit risk | Swap | Schätzung | Estimation | USA | United States | Großbritannien | United Kingdom | Kreditderivat | Credit derivative |
Saved in:
freely available
Extent: | 44 S. graph. Darst. |
---|---|
Series: | Working papers / Bank of England. - London, ISSN 0142-6753, ZDB-ID 2199179-0. - Vol. 211 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001910274