An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market
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Bibliographic InfoArticle provided by Springer in its journal Journal of Financial Services Research.
Volume (Year): 29 (2006)
Issue (Month): 3 (June)
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Web page: http://www.springerlink.com/link.asp?id=102934
Credit default swap; Credit risk pricing; Price discovery; G1;
Find related papers by JEL classification:
- G1 - Financial Economics - - General Financial Markets
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