Jacob Gyntelberg 2005 - Central Bank Research Hub

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Corporate bond markets in Asia

Bank for International Settlements Quarterly Review [View] (Paper: 0512g, 05.12.2005)

JEL: G14, G18, M40, O16

CDS index tranches and the pricing of credit risk correlations

Bank for International Settlements Quarterly Review [View] (Paper: 0503g, 09.03.2005)

JEL: G12, G13, G14

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