Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets (2015)
Attributed to:
Credit Default Swap Data, Contagion and Financial Resilience
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1017/s0022109015000228
Publication URI: http://dx.doi.org/10.1017/s0022109015000228
Type: Journal Article/Review
Parent Publication: Journal of Financial and Quantitative Analysis
Issue: 3