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

Journal of Finance

Volumn 60, Issue 5, 2005, Pages 2255-2281

  Blanco, Roberto ^a   Brennan, Simon ^b   Marsh, Ian W ^c  

^a BANCO DE ESPAÑA   (Spain)

^b BANK OF ENGLAND   (United Kingdom)

^c CITY UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 25844459759     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2005.00798.x     Document Type: Review

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