An empirical comparison of credit spreads between the bond market and the credit default swap market
By: by Haibin Zhu.
Contributors: Bank for International Settlements. Monetary and Economic Dept.
Series: BIS working papers,; no. 160; BIS working papers (Online) ;; no. 160.
Publisher: Bank for International Settlements
Published: 2004
Place of publication: Basel, Switzerland
Language: eng
Format: Electronic resource
Subjects: Credit -- Mathematical models.; Swaps (Finance) -- Mathematical models.; Bond market -- Mathematical models.
Notes: Also available in print.
Includes bibliographical references.
Title from PDF file (viewed on Aug. 10, 2004).
"Monetary and Economic Department."
"August 2004."
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.