Empirical evidence on the dependence of credit default swaps and equity prices
Debbie Dupuis; Eric Jacquier; Nicolas Papageorgiou; Bruno Rémillard
| Year of publication: |
2009
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|---|---|
| Authors: | Dupuis, Debbie ; Jacquier, Eric ; Papageorgiou, Nicolas ; Rémillard, Bruno |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 29.2009, 8, p. 695-712
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| Subject: | Kreditderivat | Credit derivative | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Unternehmenswert | Firm value | Multivariate Verteilung | Multivariate distribution | Industrie | Manufacturing industries | 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/10003899237