The co-movement of credit default swap, bond and stock markets : an empirical analysis
Year of publication: |
2009
|
---|---|
Authors: | Norden, Lars ; Weber, Martin |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 15.2009, 3, p. 529-562
|
Subject: | Kreditrisiko | Credit risk | Swap | Aktienmarkt | Stock market | Kreditderivat | Credit derivative | USA | United States | 2000-2002 |
-
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain, (2018)
-
Shahzad, Syed Jawad Hussain, (2017)
-
Credit Default Swaps und Informationsgehalt
Wagner, Eva, (2008)
- More ...
-
The comovement of credit default swap, bond and stock markets: An empirical analysis
Norden, Lars, (2004)
-
The Role of Non-Financial Factors in Internal Credit Ratings
Grunert, Jens, (2003)
-
The comovement of credit default swap, bond and stock markets : an empirical analysis
Norden, Lars, (2004)
- More ...