2018-07-17
The missing puzzle piece in credit spreads
Publication
Publication
An extensive analysis on historical tail risk and default dependence within European corporate bond markets
| Additional Metadata | |
|---|---|
| Lemmen, J.J.G. | |
| hdl.handle.net/2105/42955 | |
| Business Economics | |
| Organisation | Erasmus School of Economics |
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Borgdorff, T.S. (2018, July 17). The missing puzzle piece in credit spreads: An extensive analysis on historical tail risk and default dependence within European corporate bond markets. Business Economics. Retrieved from http://hdl.handle.net/2105/42955 |
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