The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets
William J. Procasky, Anwen Yin
| Year of publication: |
2023
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|---|---|
| Authors: | Procasky, William J. ; Yin, Anwen |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 90.2023, p. 1-14
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| Subject: | COVID-19 | Market efficiency | CDS indices | Informational flow | Predictive power | Structural break | Effizienzmarkthypothese | Efficient market hypothesis | Coronavirus | Kreditderivat | Credit derivative | Prognoseverfahren | Forecasting model | Derivat | Derivative | Aktienmarkt | Stock market | Strukturbruch | Börsenkurs | Share price | Prognose | Forecast | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102926 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014470587