Determinant of Spread between CDS Market and Bond Market
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 101 === This paper extends existing research by collecting CDS spreads and bond spread data of 49 companies and financial institutions in US during the period of 2004/01/01 to 2010/09/30, which crosses over the global financial crisis period. We further splits th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84931130937178252458 |