Industry-level determinants of the linkage between credit and stock markets
Syed Jawad Hussain Shahzad, Román Ferrer, Shawkat Hammoudeh and Rania Jammazi
| Year of publication: |
2018
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|---|---|
| Authors: | Shahzad, Syed Jawad Hussain ; Ferrer, Román ; Hammoudeh, Shawkat ; Jammazi, Rania |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 49, p. 5277-5301
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| Subject: | Bayesian moving average | Credit default swaps | credit risk | stock market | wavelet correlation | Aktienmarkt | Stock market | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Börsenkurs | Share price | Korrelation | Correlation | Theorie | Theory | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1486986 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012062147