Time-varying credit risk discovery in the stock and CDS markets : evidence from quiet and crisis times
Santiago Forte; Lidija Lovreta
| Year of publication: |
2015
|
|---|---|
| Authors: | Forte, Santiago ; Lovreta, Lidija |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 21.2015, 3, p. 430-461
|
| Subject: | credit risk | credit default swap market | stock market | price discovery | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Börsenkurs | Share price | Derivat | Derivative | Aktienmarkt | Stock market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011317998