Credit derivatives and stock return synchronicity
Xuelian Bai, Nan Hu, Ling Liu, Lu Zhu
| Year of publication: |
February 2017
|
|---|---|
| Authors: | Bai, Xuelian ; Hu, Nan ; Liu, Ling ; Zhu, Lu |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 28.2017, p. 79-90
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| Subject: | Credit default swaps | Firm-specific information | Stock return synchronicity | Informativeness | Kapitaleinkommen | Capital income | Derivat | Derivative | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2016.12.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011825524