Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets
William J. Procasky, Anwen Yin
| Year of publication: |
2023
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|---|---|
| Authors: | Procasky, William J. ; Yin, Anwen |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 64.2023, p. 1-14
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| Subject: | CDS indices | Forecast evaluation | Informational flow | Market efficiency | Structural break | Kreditderivat | Credit derivative | Effizienzmarkthypothese | Efficient market hypothesis | Informationsverbreitung | Information dissemination | Aktienmarkt | Stock market | Strukturbruch | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101877 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014247017