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Information content in CDS spreads for equity returns

journal contribution
posted on 2014-05-01, 00:00 authored by Peipei WangPeipei Wang, R Bhar
Information content in CDS spreads for equity returns

History

Journal

Journal of international financial markets, institutions and money

Volume

30

Pagination

55 - 80

Publisher

Elsevier

Location

Amsterdam, The Netherlands

ISSN

1042-4431

eISSN

1873-0612

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2014, Elsevier

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