Work

Time-Varying Contributions by the Corporate Bond and CDS Markets to Credit Risk Price Discovery

Year: 2007

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2793993

Author: Niko Dötz

Institution: Deutsche Bundesbank

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1598694077

Cites: 8

Cited by: 31

Related to: 10