The missing puzzle piece in credit spreads: An extensive analysis on historical tail risk and default dependence within European corporate bond markets

Additional Metadata
Thesis Advisor	Lemmen, J.J.G.
Persistent URL	hdl.handle.net/2105/42955
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Borgdorff, T.S. (2018). The missing puzzle piece in credit spreads: An extensive analysis on historical tail risk and default dependence within European corporate bond markets. In Business Economics.http://hdl.handle.net/2105/42955

The missing puzzle piece in credit spreads