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Credit Spread Changes and Equity Volatility: Evidence from Daily Data
Hibbert, Ann Marie; Pavlova, Ivelina; Barber, Joel; … - In: The financial review : the official publication of the … 46 (2011) 3, pp. 357-384
Persistent link: https://www.econbiz.de/10009178223
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Credit spread changes and equity volatility : evidence from daily data
Hibbert, Ann Marie; Pavlova, Ivelina; Barber, Joel R.; … - In: The financial review : the official publication of the … 46 (2011) 3, pp. 357-383
Persistent link: https://www.econbiz.de/10009271353
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The drivers of sovereign CDS spread changes : local versus global factors
Hibbert, Ann Marie; Pavlova, Ivelina - In: The financial review : the official publication of the … 52 (2017) 3, pp. 435-457
Persistent link: https://www.econbiz.de/10011734600