The relationship between credit default swaps and bonds: an empirical analysis applied to Brazil’s risk

作者: Frederico Pechir Gomes , Vinicius Ratton Brandi

DOI: 10.11132/REA.2002.88

关键词: iTraxxBusinessCredit derivativeDerivative (finance)Credit riskFinancial systemBondCredit default swapCredit default swap index

摘要:

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