Work

An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps

Year: 2005

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.2005.00798.x

Authors: ROBERTO BLANCO, SIMON BRENNAN, IAN W. MARSH

Institutions: Bank of Spain, Bank of England

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3123699647

FWCI: 53.72

Cites: 30

Cited by: 1,140

Related to: 10