Volatility transmission among the CDS, equity, and bond markets
Lei Meng, Owain Ap Gwilym, and Jose Varas
| Year of publication: |
2008
|
|---|---|
| Authors: | Lei Meng ; Ap Gwilym, Owain ; Varas, Jose |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 18.2008/09, 3, p. 33-46
|
| Subject: | Volatilität | Volatility | Kreditderivat | Credit derivative | Rentenmarkt | Bond market | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect |
| 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/10003808961