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An analysis of price discovery from panel data models of CDS and equity returns

Narayan, Paresh Kumar, Sharma, Susan Sunila and Thuraisamy, Kannan 2014, An analysis of price discovery from panel data models of CDS and equity returns, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title An analysis of price discovery from panel data models of CDS and equity returns
Author(s) Narayan, Paresh Kumar
Sharma, Susan SunilaORCID iD for Sharma, Susan Sunila orcid.org/0000-0002-7297-1557
Thuraisamy, Kannan
Publication date 2014
Series School Working Paper - Financial Econometrics Series ; SWP 2014/08
Total pages 40
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) Price Discovery
CDS Spread
Panel Data
Sectors
Sizes
RePEc:dkn:ecomet:fe_2014_08
Language eng
HERDC Research category CN.1 Other journal article
Copyright notice ©2014, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30106747

Document type: Report
Collection: RePEc Working Papers
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