Is default risk priced equally fast in the credit default swap and the stock markets? : an empirical investigation

Konstantinos Tolikas, Nikolas Topaloglou

Year of publication:	November 2017
Authors:	Tolikas, Konstantinos ; Topaloglou, Nikolas
Published in:	Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 51.2017, p. 39-57
Subject:	Credit default swaps \| Informational efficiency \| Lead-lag relation \| Price discovering \| Kreditderivat \| Credit derivative \| Kreditrisiko \| Credit risk \| Theorie \| Theory \| Börsenkurs \| Share price \| Derivat \| Derivative \| Kreditversicherung \| Credit insurance \| Risikoprämie \| Risk premium

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