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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
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| 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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