Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Reference24 articles.
1. Berger, A.N., S.M. Davies, and M.J. Flannery (2000) “Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When?” Journal of Money, Credit and Banking 32:642–670.
2. Birchler, U.W. and D. Hancock (2004) What Does the Yield on Subordinated Bank Debt Measure? Finance and Economics Discussion Series 2004-19, Federal Reserve Board, Washington DC.
3. Blanco, R., S. Brennan, and I.W. Marsh (2005) “An Empirical Analysis of the Dynamic Relationship Between Investment Grade Bonds and Credit Default Swaps.” Journal of Finance 60:2255–2281.
4. Aunon-Nerin, D., D. Cossin, T. Hricko, and Z. Huang (2002) “Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk?” Research Paper 65, FAME.
5. Cossin, D. and H. Lu (2004) “Are European Corporate Bond and Default Swap Markets Segmented?” Working paper 133, Swiss Finance Institute.
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献