articleCFA DigestFeb 1, 2006Closed access

An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps

BABrian A. Maris

Marmara University

Indexed incrossref

Abstract

No abstract available for this paper.

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646
total citations
FWCI
29.87
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100%
References
14
Citations per year

Authors

1

Topics & keywords

Topics
Keywords
  • Credit derivative
  • Bond
  • Investment (military)
  • Relation (database)
  • Credit default swap
  • iTraxx
  • Credit default swap index
  • Business
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