An empirical study on the decoupling movements between corporate bond and CDS spreads
Year of publication: |
2009
|
---|---|
Authors: | Alexopoulou, Ioana ; Andersson, Magnus ; Georgescu, Oana Maria |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Unternehmensanleihe | Kreditderivat | Kreditversicherung | Kreditrisiko | EU-Staaten | corporate bond spreads | Credit Default Swap Spreads | liquidity |
Series: | ECB Working Paper ; 1085 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 626148693 [GVK] hdl:10419/153519 [Handle] RePEc:ecb:ecbwps:20091085 [RePEc] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
-
An empirical study on the decoupling movements between corporate bond and CDS spreads
Alexopoulou, Ioana, (2009)
-
An Empirical Study on the Decoupling Movements between Corporate Bond and CDS Spreads
Alexopoulou, Ioana, (2009)
-
Cross-Border M&As and Credit Risk : Evidence from the CDS Market
Ismailescu, Iuliana, (2022)
- More ...
-
An empirical study on the decoupling movements between corporate bond and CDS spreads
Alexopoulou, Ioana, (2009)
-
An Empirical Study on the Decoupling Movements between Corporate Bond and CDS Spreads
Alexopoulou, Ioana, (2009)
-
An empirical study on the decoupling movements between corporate bond and CDS spreads
Alexopoulou, Ioana, (2009)
- More ...