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An analysis of sectoral equity and CDS spreads

Narayan, Paresh Kumar 2015, An analysis of sectoral equity and CDS spreads, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title An analysis of sectoral equity and CDS spreads
Author(s) Narayan, Paresh Kumar
Publication date 2015
Series School Working Paper - Financial Econometrics Series ; SWP 2015/02
Total pages 42
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) Equity Returns
Spillover
CDS Spread
Forecast Error Variance
RePEc:dkn:ecomet:fe_2015_02
Language eng
HERDC Research category CN.1 Other journal article
Copyright notice ©2015, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30106799

Document type: Report
Collection: RePEc Working Papers
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