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~accessRights:"restricted"
~language:"und"
~person:"Autor, David H."
~person:"Buka, Stephen L."
~person:"Currie, Janet M."
~person:"Link, Albert N."
~person:"Narayan, Paresh Kumar"
~subject:"CDS spread"
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An analysis of sectoral equity and CDS spreads
Narayan, Paresh Kumar
- In:
Journal of International Financial Markets, …
34
(
2015
)
C
,
pp. 80-93
equity returns for the
USA
. The CDS return shocks have different effects on equity returns and return volatility in the pre …
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