Explaining co-movements between equity and CDS bid-ask spreads
Miriam Marra
| Year of publication: |
October 2017
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| Authors: | Marra, Miriam |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 49.2017, 3, p. 811-853
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| Subject: | Credit default swap | Bid-ask spread co-movement | Funding costs | Systematic risk | Hedging | Capital structure arbitrage | Kreditderivat | Credit derivative | Geld-Brief-Spanne | Bid-ask spread | Kapitalstruktur | Capital structure | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Arbitrage | Aktienmarkt | Stock market | Theorie | Theory | Derivat | Derivative | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-016-0609-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011797542