An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market
Haibin Zhu ()
Journal of Financial Services Research, 2006, vol. 29, issue 3, 211-235
Keywords: Credit default swap; Credit risk pricing; Price discovery; G1 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:kap:jfsres:v:29:y:2006:i:3:p:211-235
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