An empirical comparison of credit spreads between the bond market and the credit default swap market
Haibin Zhu
| Year of publication: |
2006
|
|---|---|
| Authors: | Zhu, Haibin |
| Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 29.2006, 3, p. 211-235
|
| Subject: | Rentenmarkt | Bond market | Kreditrisiko | Credit risk | Zinsderivat | Interest rate derivative | Risikoprämie | Risk premium | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Welt | World | Kreditderivat | Credit derivative |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10003328587