Credit Spread Changes and Equity Volatility: Evidence from Daily Data
Year of publication: |
2011
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Authors: | Hibbert, Ann Marie ; Pavlova, Ivelina ; Barber, Joel ; Dandapani, Krishnan |
Published in: |
The Financial Review. - Eastern Finance Association - EFA. - Vol. 46.2011, 3, p. 357-383
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Publisher: |
Eastern Finance Association - EFA |
Saved in:
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