Revisiting the Credit Default Swap Basis: Further Analysis of the Cash and Synthetic Credit Market Differential

被引:1
|
作者
Choudhry, Moorad [1 ]
机构
[1] KBC Financial Prod, Treasury, London, England
来源
JOURNAL OF STRUCTURED FINANCE | 2006年 / 11卷 / 04期
关键词
D O I
10.3905/jsf.2006.614079
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:21 / 32
页数:12
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