The Chicken or the Egg? A Note on the Dynamic Interrelation between Government Bond Spreads and Credit Default Swaps
Year of publication: |
2012
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Authors: | Delis, Manthos D. |
Other Persons: | Mylonidis, Nikolaos (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Öffentliche Anleihe | Public bond | Schätzung | Estimation | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Finance Research Letters, Vol. 8, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 23, 2010 erstellt Volltext nicht verfügbar |
Classification: | G01 - Financial Crises ; G12 - Asset Pricing ; F34 - International Lending and Debt Problems |
Source: | ECONIS - Online Catalogue of the ZBW |
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