2004•Journal of Banking & FinanceRequires access

The relationship between credit default swap spreads, bond yields, and credit rating announcements

John Hull, Mirela Predescu, Alan White

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Key concepts: Credit default swap, Credit default swap index, iTraxx, Credit derivative, Credit rating, Credit risk, Business, Credit valuation adjustment

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The relationship between credit default swap spreads, bond yields, and credit rating announcements — Research Paper | ScholarLens