Credit default swaps, bond spreads and the bond market

With the rapid development of the credit default swap (CDS) market, the issue of how the introduction of CDSs affects the corporate bond market has been of particular interest to researchers and policy makers. This has been investigated in the literature from two perspectives. One is to examine the...

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Bibliographic Details
Main Author: Zhu, Meicheng
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2014
Online Access:https://eprints.nottingham.ac.uk/27150/