Showing 1 - 10 of 37
Persistent link: https://www.econbiz.de/10010200891
Persistent link: https://www.econbiz.de/10010192948
Persistent link: https://www.econbiz.de/10011376212
Persistent link: https://www.econbiz.de/10009658120
Theoretically, the risk premium captured by Credit Default Swap (CDS) and bond yield spreads should be equal. However, data reveals a significant difference between the two spreads. We explore the presence of a mean-reverting behavior in this difference (CDS-bond basis), for selected emerging...
Persistent link: https://www.econbiz.de/10009407686
Persistent link: https://www.econbiz.de/10011439504
Persistent link: https://www.econbiz.de/10012136025
Persistent link: https://www.econbiz.de/10011781416
Persistent link: https://www.econbiz.de/10011957868
Persistent link: https://www.econbiz.de/10011957923