The Interactions between the Credit Default Swap and the Bond Markets in Financial Turmoil
Author:
Affiliation:
1. Banque de France; DGO, DSF code 35-1537, 31, rue Croix des Petits champs; 75001; Paris; France
2. Banque de France; DGEI, DERIE code 49-1488, 31, rue Croix des Petits champs; 75001; Paris; France
Publisher
Wiley
Subject
Development,Geography, Planning and Development
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/roie.12050/fullpdf
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3. Andritsky , J. R. M. Singh The Pricing of Credit Default Swaps During Distress 2006
4. Baba , N. M. Inada Price Discovery of Credit Spreads for Japanese Mega-banks: Subordinated Bond and CDS 2007
5. An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and CDS;Blanco;Journal of Finance,2005
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