Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements

Lars Norden and Martin Weber

Journal of Banking & Finance, 2004, vol. 28, issue 11, 2813-2843

Date: 2004
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Working Paper: Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:28:y:2004:i:11:p:2813-2843

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