Monthly Archives: August 2019

CDS-Bond Basis Dynamic and Credit Spread Price Discovery: A Test for European Corporate and Sovereign Bond Markets

Authors: Michele Patanè, Mattia Tedesco, Stefano Zedda ABSTRACT This work analyzes the possible links between CDS premiums and bond spreads, with reference to both Eurozone sovereign and corporate markets, within the period 2011-2018. The main goal of this work is … Continue reading

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