Information content in CDS spreads for equity returns

Wang, Peipei and Bhar, Ramaprasad 2014, Information content in CDS spreads for equity returns, Journal of international financial markets, institutions and money, vol. 30, pp. 55-80.

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Title Information content in CDS spreads for equity returns
Author(s) Wang, Peipei
Bhar, Ramaprasad
Journal name Journal of international financial markets, institutions and money
Volume number 30
Start page 55
End page 80
Total pages 26
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2014-05
ISSN 1042-4431
1873-0612
Keyword(s) credit default swap
price discovery
financial crisis
information spillover
equity return
Language eng
Field of Research 140213 Public Economics- Public Choice
Socio Economic Objective 910209 Preference, Behaviour and Welfare
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2014, Elsevier
Persistent URL http://hdl.handle.net/10536/DRO/DU:30061672

Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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