Basis basics in a normalised world - part 1

Basis basics in a normalised world - part 1

Wednesday 31 March 2010 13:14 London/ 08.14 New York/ 21.14 Tokyo

In the first of this two-part series, Morgan Stanley credit derivatives strategists Sivan Mahadevan, Ashley Musfeldt and Phanikiran Naraparaju look at the evolution of the bond-CDS basis over time

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