Open AccessAn Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps
Author(s) -
Roberto Blanco,
Simon Brennan,
Ian W. Marsh
Publication year - 2004
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.478825
Subject(s) - credit default swap , bond , itraxx , business , financial system , investment (military) , credit derivative , financial economics , economics , credit risk , actuarial science , econometrics , finance , credit valuation adjustment , credit reference , political science , politics , law
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