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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
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http://dx.doi.org/10.1016/j.jbankfin.2014.01.008

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