An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps
By: Roberto Blanco, Simon Brennan, Ian W. Marsh
Series: Documento de trabajo (Banco de España) -- no. 0401; Documentos de trabajo (Banco de España) -- no. 401.
Publisher: Banco de Espana
Published: 2003
Place of publication: Madrid
Language: eng
Number of pages: 44