Price discovery in CDS and equity markets : default risk-based heterogeneity in the systematic investment grade and high yield sectors
William J. Procasky
| Year of publication: |
2021
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|---|---|
| Authors: | Procasky, William J. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 54.2021, p. 1-15
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| Subject: | Credit derivatives | Credit spreads | Market efficiency | Price discovery | Lead-lag relationship | CDS indices | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Derivat | Derivative | Börsenkurs | Share price | Risikoprämie | Risk premium | Effizienzmarkthypothese | Efficient market hypothesis | Zinsstruktur | Yield curve | Aktienmarkt | Stock market | Unternehmensanleihe | Corporate bond | Kreditwürdigkeit | Credit rating | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2020.100581 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013273142