Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10010515815
Persistent link: https://www.econbiz.de/10009731968
Persistent link: https://www.econbiz.de/10010202140
Persistent link: https://www.econbiz.de/10010403082
Persistent link: https://www.econbiz.de/10010458645
Persistent link: https://www.econbiz.de/10011407047
Persistent link: https://www.econbiz.de/10012030492
This paper examines the role of accounting, market and macroeconomic information in explaining the cross-sectional variation of credit default swap spreads. The study proposes a panel FAVAR methodological approach to combine the additional predictions from a long list of accounting, market and...
Persistent link: https://www.econbiz.de/10010668777