Institutional Repository: An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps

An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps

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Authors

Brennan, Simon
Marsh, Ian W.
Blanco, Roberto

Issue Date

8-Jan-2004

Physical description

44 p.

Publish on

Documentos de Trabajo / Banco de España, 0401

Subjects

Valoración de activos; Europa; Estados Unidos

Appears in Collections:

Documentos de Trabajo 2004