When do CDS spreads lead? : rating events, private entities, and firm-specific information flows
Jongsub Lee, Andy Naranjo, Guner Velioglu
| Year of publication: |
2018
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|---|---|
| Authors: | Lee, Jongsub ; Naranjo, Andy ; Velioglu, Guner |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 130.2018, 3, p. 556-578
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| Subject: | CDS versus stocks and bonds | Credit ratings | Firm-specific credit information flow | Lead-lag relations | Private firms | Kreditderivat | Credit derivative | Kreditwürdigkeit | Credit rating | Informationsverbreitung | Information dissemination | Kreditrisiko | Credit risk | Anleihe | Bond | Ankündigungseffekt | Announcement effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.07.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012051349