An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps
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- Roberto Blanco & Simon Brennan & Ian W. Marsh, 2004. "An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps," Working Papers 0401, Banco de España.
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This paper has been announced in the following NEP Reports:- NEP-FMK-2004-02-29 (Financial Markets)
- NEP-RMG-2004-02-29 (Risk Management)
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