Information content in CDS spreads for equity returns

Autoria(s): Wang, Peipei; Bhar, Ramaprasad
Data(s)

01/05/2014
Identificador

http://hdl.handle.net/10536/DRO/DU:30061672
Idioma(s)

eng
Publicador

Elsevier
Relação

http://dro.deakin.edu.au/eserv/DU:30061672/wang-informationcontent-2014.pdf

http://dro.deakin.edu.au/eserv/DU:30061672/wang-informationcontent-evid-2014.pdf

http://dx.doi.org/10.1016/j.intfin.2014.01.005
Direitos

2014, Elsevier
Palavras-Chave #credit default swap #price discovery #financial crisis #information spillover #equity return
Tipo

Journal Article
Acesso ao item digital