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武蔵大学論集 「The Journal of Musashi University」 >
2014年度・第62巻 第2・3・4号 >

Please use this identifier to cite or link to this item: http://hdl.handle.net/11149/1712

Title: Credit risk valuation in the corporate CDS and bond markets― cross-section and causality analysis
Authors: KAGRAOKA, Yusho
神楽岡, 優昌
Keywords: bond spreads
CDS premiums
credit risk
default intensity
CDS-implied bond spreads
Issue Date: 20-Mar-2015
Publisher: 武蔵大学経済学会
Description: JEL Classification Codes: G12–G13
URI: http://hdl.handle.net/11149/1712
Appears in Collections:2014年度・第62巻 第2・3・4号

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