Explaining the Bond-CDS Basis : the role of credit risk and liquidity
Year of publication: |
2009
|
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Authors: | Bühler, Wolfgang ; Gehde-Trapp, Monika |
Publisher: |
Cologne : Centre for Financial Research |
Subject: | Kreditderivat | Credit derivative | Anleihe | Bond | Risikoprämie | Risk premium | Geld-Brief-Spanne | Bid-ask spread | Kreditrisiko | Credit risk | Marktliquidität | Market liquidity | Schätzung | Estimation | Welt | World | 2001-2007 |
Description of contents: | Abstract [cfr-cologne.de] |
Extent: | Online-Ressource (PDF-Datei: 34 S., 524 KB) |
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Series: | Working paper / Centre for Financial Research. - Köln : CFR, ZDB-ID 2458327-3. - Vol. 09-12 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Zsfassung in dt. Sprache Systemvoraussetzungen: Acrobat reader |
Other identifiers: | hdl:10419/41372 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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