S&P 500 Index revisions and credit spreads
Lindsay Baran, Ying Li, Chang Liu, Zilong Liu, Xiaoling Pu
| Year of publication: |
October 2018
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|---|---|
| Authors: | Baran, Lindsay ; Li, Ying ; Liu, Chang ; Liu, Zilong ; Pu, Xiaoling |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 36.2018, 4, p. 348-363
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| Subject: | credit default swap | credit spreads | S&P 500 Index revisions | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.rfe.2017.12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011948628