The role of the leverage effect in the price discovery process of credit markets
Year of publication: |
2021
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Authors: | Zimmermann, Paul |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 122.2021, p. 1-22
|
Subject: | Credit markets | Capital structure arbitrage | Leverage effect | Co-integration | Price discovery | Kapitalstruktur | Capital structure | Theorie | Theory | Kreditmarkt | Credit market | Börsenkurs | Share price | Volatilität | Volatility | Kointegration | Cointegration | Finanzmarkt | Financial market |
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