Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets (2015)

First Author: Hilscher J
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