CDS trading and bond interest rates

DOI10.1016/J.ECONLET.2018.10.029zbMath1422.91684OpenAlexW2898824525WikidataQ129019531 ScholiaQ129019531MaRDI QIDQ2328513

Frank N. Caliendo

Publication date: 10 October 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.10.029

zbMATH Keywords

asset pricinginterest ratesCDS

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

Cites Work

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