Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets-Reference-Cited by-同舟云学术

Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets

Published:2009-10 Issue:4 Volume:19 Page:616-632
ISSN:1042-4431
Container-title:Journal of International Financial Markets, Institutions and Money
language:en
Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Baba Naohiko,Inada Masakazu

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

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