The comovement of credit default swap, bond and stock markets : an empirical analysis
Lars Norden; Martin Weber
| Year of publication: |
02 Sept. 2004
|
|---|---|
| Other Persons: | Norden, Lars (contributor) ; Weber, Martin (contributor) |
| Publisher: |
Frankfurt, Main : Center for Financial Studies |
| Subject: | Swap | Derivat | Derivative | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Aktienmarkt | Stock market |
freely available
| Extent: | Online-Ressource, 43 S., Text graph. Darst. |
|---|---|
| Series: | CFS working paper series. - Frankfurt, M. : [Verlag nicht ermittelbar], ZDB-ID 2196856-1. - Vol. 2004,20 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Record-last-verified: 04-04-05 Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/25413 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002685021