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type_genre:"Bibliographie"
type_genre:"Non-commercial literature"
~isPartOf:"Working papers / Bank of England"
~person:"Blanco, Roberto"
~person:"Lynch, Damien"
~subject:"Statistical distribution"
~subject:"United States"
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1985-2002
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An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps
Blanco, Roberto
;
Brennan, Simon
;
Marsh, Ian
-
2004
Persistent link: https://www.econbiz.de/10001910274
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Summary statistics of option-implied probability density functions and their properties
Lynch, Damien
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003649282
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