Author:
Ashcraft Adam B.,Santos João A.C.
Subject
Economics and Econometrics,Finance
Reference15 articles.
1. Insider trading in credit derivatives;Acharya;Journal of Financial Economics,2007
2. Ashcraft, A., Rosenberg, J., 2007. Credit derivatives and equity market quality, Federal Reserve Bank of New York, unpublished manuscript.
3. An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps;Blanco;Journal of Finance,2005
4. Duffee, D., 2007. Innovations in credit risk transfer: implications for financial stability, Stanford University, unpublished manuscript.
5. Credit derivatives in banking: useful tools for managing risk?;Duffee;Journal of Monetary Economics,2001
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