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The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong
Financial Crisis the Policy Responses
2015/8/3
What caused the financial crisis? What prolonged it? Why did it worsen so dramatically
more than a year after it began? Rarely in economics is there a single answer to such
questions, but the empiri...
An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps
theoretical equivalence credit spreads equilibrium condition discovery process
2011/8/23
We test the theoretical equivalence of credit default swap (CDS) prices and credit spreads derived by Duffie (1999), finding support for the parity relation as an equilibrium condition. We also find t...