An analysis of price discovery from panel data models of CDS and equity returns

Autoria(s): Narayan, Paresh; Sharma, Susan; Thuraisamy, Kannan
Data(s)

01/01/2014
Identificador

http://hdl.handle.net/10536/DRO/DU:30060467
Idioma(s)

eng
Publicador

Elsevier BV
Relação

http://dro.deakin.edu.au/eserv/DU:30060467/narayan-ananalysis-2014.pdf

http://dro.deakin.edu.au/eserv/DU:30060467/narayan-ananalysis-evid-2014.pdf

http://dx.doi.org/10.1016/j.jbankfin.2014.01.008
Direitos

2014, Elsevier
Palavras-Chave #Price discovery #Sizes #Sectors #Panel data #CDS spread
Tipo

Journal Article
Acesso ao item digital