Information content in CDS spreads for equity returns
Peipei Wang; Ramaprasad Bhar
| Year of publication: |
2014
|
|---|---|
| Authors: | Wang, Peipei ; Bhar, Ramaprasad |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 30.2014, p. 55-80
|
| Subject: | Credit default swap | Equity return | Information spillover | Financial crisis | Price discovery | Kreditderivat | Credit derivative | Finanzkrise | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Kreditrisiko | Credit risk | Informationswert | Information value | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Kreditversicherung | Credit insurance | Finanzmarktregulierung | Financial market regulation | Wertpapierhandel | Securities trading |
| 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/10011293053