Dynamics and determinants of credit risk discovery : evidence from CDS and stock markets
Year of publication: |
2018
|
---|---|
Authors: | Chau, Frankie ; Han, Chulwoo ; Shi, Shimeng |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 55.2018, p. 156-169
|
Subject: | Credit risk discovery | Determinants | Generalized information share | Theorie | Theory | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Aktienmarkt | Stock market | Börsenkurs | Share price |
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