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

journal contribution
posted on 01.01.2014, 00:00 authored by Paresh Narayan, Susan SharmaSusan Sharma, Kannan ThuraisamyKannan Thuraisamy
An analysis of price discovery from panel data models of CDS and equity returns

History

Journal

Journal of Banking and Finance

Volume

41

Pagination

167 - 177

Publisher

Elsevier BV

Location

Amsterdam, Netherlands

ISSN

0378-4266

eISSN

1872-6372

Language

eng

Publication classification

C1 Refereed article in a scholarly journal; C Journal article

Copyright notice

2014, Elsevier