The effect of credit ratings on credit default swap spreads and credit spreads
Kenneth N. Daniels and Malene Shin Jensen
| Year of publication: |
2005
|
|---|---|
| Authors: | Daniels, Kenneth N. ; Jensen, Malene Shin |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 15.2005, 3, p. 16-33
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| Subject: | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003303931