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The relationship between credit default swap spreads, bond yields, and credit rating announcements
Journal of Banking & Finance · 2004 · Vol. 28(11) · pp. 2789–2811
John Hull✉(University of Toronto)Mirela Predescu(University of Toronto)Alan White(University of Toronto)
Credit Risk and Financial RegulationsFinancial Distress and Bankruptcy PredictionBanking stability, regulation, efficiencyCredit default swapCredit default swap indexiTraxxCredit derivativeCredit ratingCredit riskBusinessCredit valuation adjustmentBond credit ratingBond
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- Rotman School of Management, University of Toronto
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Cited by
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