Essays on credit spreads
This thesis focuses on an empirical analysis of credit spreads from three different perspectives. The first analysis investigates the price discovery process of credit risk by means of single-name credit spreads obtained from four main markets, namely the credit default swap (CDS), the bond, the equ...
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University of Reading
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.590135 |