articleJournal of Banking & FinanceAug 24, 2004Closed access

The relationship between credit default swap spreads, bond yields, and credit rating announcements

JHJohn HullMPMirela PredescuAWAlan White

University of Toronto

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Abstract

No abstract available for this paper.

Citation impact

1,043
total citations
FWCI
37.96
Percentile
100%
References
30
Citations per year

Authors

3

Topics & keywords

Topics
Keywords
  • Credit default swap
  • Credit default swap index
  • iTraxx
  • Credit derivative
  • Credit rating
  • Credit risk
  • Business
  • Credit valuation adjustment
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