An analysis of price discovery from panel data models of CDS and equity returns

Paresh Kumar Narayan; Susan Sunila Sharma; Kannan Sivananthan Thuraisamy

Year of publication:	2014
Authors:	Narayan, Paresh Kumar ; Sharma, Susan Sunila ; Thuraisamy, Kannan Sivananthan
Published in:	Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 41.2014, p. 167-177
Subject:	Price discovery \| CDS spread \| Panel data \| Sectors \| Sizes \| Kreditderivat \| Credit derivative \| Panel \| Panel study \| Börsenkurs \| Share price \| Schätzung \| Estimation \| Kapitaleinkommen \| Capital income

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