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Excess comovement in credit default swap markets: Evidence from the CDX indices
| Content Provider | Scilit |
|---|---|
| Author | Cathcart, Lara El-Jahel, Lina Evans, Leo Shi, Yining |
| Copyright Year | 2018 |
| Description | Journal: Journal of Financial Markets |
| Related Links | http://spiral.imperial.ac.uk/bitstream/10044/1/65310/2/Revisionexcessoctober.pdf |
| ISSN | 13864181 |
| DOI | 10.1016/j.finmar.2018.10.002 |
| Journal | Journal of Financial Markets |
| Volume Number | 43 |
| Language | English |
| Publisher | Elsevier BV |
| Publisher Date | 2018-10-19 |
| Access Restriction | Open |
| Subject Keyword | Journal: Journal of Financial Markets Credit Default Swaps Excess Comovement Cdx Indices Credit Ratings |
| Content Type | Text |
| Resource Type | Article |
| Subject | Finance Economics and Econometrics |