The comovement of credit default swap, bond and stock markets: An empirical analysis
Year of publication: |
2004
|
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Authors: | Norden, Lars ; Weber, Martin |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Swap | Finanzderivat | Kreditrisiko | Industrieobligation | Aktienmarkt | Credit risk | Credit spreads | Credit derivatives | Lead-lag relationship |
Series: | CFS Working Paper ; 2004/20 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 482907959 [GVK] hdl:10419/25413 [Handle] RePEc:zbw:cfswop:200420 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; C32 - Time-Series Models |
Source: |
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The comovement of credit default swap, bond and stock markets: An empirical analysis
Norden, Lars, (2004)
-
The comovement of credit default swap, bond and stock markets: an empirical analysis
Norden, Lars, (2004)
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The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis
Norden, Lars, (2004)
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The Role of Non-Financial Factors in Internal Credit Ratings
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The comovement of credit default swap, bond and stock markets : an empirical analysis
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Credit line usage, checking account activity, and default risk of bank borrowers
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