Are credit default swaps a sideshow? : evidence that information flows from equity to CDS markets
Jens Hilscher, Joshua M. Pollet, and Mungo Wilson
| Year of publication: |
2015
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|---|---|
| Authors: | Hilscher, Jens ; Pollet, Joshua M. ; Wilson, Mungo |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 50.2015, 3, p. 543-567
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| Subject: | CDS | market segmentation | inattention | Kreditderivat | Credit derivative | Marktsegmentierung | Market segmentation | Risikoprämie | Risk premium | Welt | World | Kreditversicherung | Credit insurance | Kreditrisiko | Credit risk |
| 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/10011391417