Market integration and efficiency of CDS and equity markets
Year of publication: |
August 2016
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Authors: | Kiesel, Florian ; Kolaric, Sascha ; Schiereck, Dirk |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 61.2016, p. 209-229
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Subject: | Credit event | Credit default swap | Market performance | Market efficiency | Market integration | Kreditderivat | Credit derivative | Marktintegration | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Kreditmarkt | Credit market |
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