Are credit default swaps still a sideshow? : How information flow between equity and CDS markets has changed since the financial crisis
Ruolin Wang, Anup Basu, Adam Clements
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Ruolin ; Basu, Anup ; Clements, Adam |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 57.2023, p. 1-22
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| Subject: | Credit default swaps (CDS) | Dodd-Frank Act | Global financial crisis (GFC) | Lead-lag relation | Market efficiency | Price discovery | Kreditderivat | Credit derivative | Finanzkrise | Financial crisis | Börsenkurs | Share price | Finanzmarktregulierung | Financial market regulation | Welt | World | Kreditversicherung | Credit insurance | Effizienzmarkthypothese | Efficient market hypothesis | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2023.100849 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014479021