Dissecting corporate bond and CDS spreads
Year of publication: |
2011
|
---|---|
Authors: | Lin, Hai ; Liu, Sheen ; Wu, Chunchi |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 20.2010/11, 3, p. 7-39
|
Subject: | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Geld-Brief-Spanne | Bid-ask spread | Messung | Measurement | USA | United States |
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