000 | 00535nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aDor, Arik ben and et al | ||
240 | _aJournal of Fixed Income (Q) | ||
245 | _aDTS (Duration times spread) for CDS:a new measure of spread sensitivity | ||
246 |
_aJ8285 _f2007 |
||
260 | _c2007 | ||
300 |
_bV. 16 _cIssue. 4 _a32-44 |
||
366 | _b2007 | ||
366 | _bSpring | ||
650 | _aFinance | ||
653 | _aCorporate bonds;Duration times spread;Spread changes;Credit; | ||
942 | _cJA | ||
999 |
_c46285 _d46285 |