Journal Article10.2469/DIG.V36.N1.1812
An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps
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About: This article is published in Cfa Digest. The article was published on 01 Feb 2006. The article focuses on the topics: iTraxx & Credit default swap index.
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Citations
The Nexus between Sovereign CDS and Stock Market Volatility: New Evidence
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TL;DR: In this article, the American Finance Association Meeting, New York, December 1973, presented an abstract of a paper entitled "The Future of Finance: A Review of the State of the Art".
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TL;DR: In this article, the authors examined and explained the differences in the rates offered on corporate bonds and those offered on government bonds, and examined whether there is a risk premium in corporate bond spreads and, if so, why it exists.
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