Are the US stock market and credit default swap market related? : evidence from the CDX indices
Hung-Gay Fung, Gregory E. Sierra, Jot Yau, and Gaiyan Zhang
| Year of publication: |
2008
|
|---|---|
| Authors: | Fung, Hung-gay ; Sierra, Gregory E. ; Yau, Jot ; Zhang, Gaiyan |
| Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 11.2008/09, 1, p. 43-61
|
| Subject: | Kreditderivat | Credit derivative | Aktienmarkt | Stock market | Finanzprodukt | Financial product | VAR-Modell | VAR model | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| 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/10003779256