Explaining the Bond-CDS Basis - The Role of Credit Risk and Liquidity

Publication Type
Book chapter
Authors
Bühler, Wolfgang and Trapp, Monika
Year of publication
2009
Published in
Risikomanagement und kapitalmarktorientierte Finanzierung
Editor
Schäfer, Klaus, Burghof, Hans-Peter, Johanning, Lutz, Wagner, Hannes F. and Rodt, Sabine
Pubisher
Fritz Knapp

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