New Paltz

The CDS-Bond basis is the difference between CDS spread and bond yield spread (bond yield spread= bond yield-risk free rate). ... corporate bond. ... Table 3, with 08/01/2018 being the maturity date when the face value ($100) is paid. The coupon dates for the second bond are listed in Column 1 of Panel 2, Table 3. G j, the present value of the ... ................
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