Debt rollover risk, credit default swap spread and stock returns : Evidence from the COVID-19 crisis
Year of publication: |
2021
|
---|---|
Authors: | Liu, Ya ; Qiu, Buhui ; Wang, Teng |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 53.2021, p. 1-31
|
Subject: | Debt rollover risk | Credit default swap spread | Stock returns | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Coronavirus | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
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