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

Paresh Narayan (), Susan Sharma and Kannan Thuraisamy ()

Working Papers from Deakin University, Department of Economics

Keywords: Price Discovery; CDS Spread; Panel Data; Sectors; Sizes (search for similar items in EconPapers)
Date: 2014-01-01
References: Add references at CitEc
Citations: View citations in EconPapers (68)

Downloads: (external link)
http://dx.doi.org/10.1016/j.jbankfin.2014.01.008

Related works:
Journal Article: An analysis of price discovery from panel data models of CDS and equity returns (2014)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2014_08

Access Statistics for this paper

More papers in Working Papers from Deakin University, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Xueli Tang ().