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)
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Journal Article: An analysis of price discovery from panel data models of CDS and equity returns (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2014_08
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