Equity market information and credit risk signaling: A quantile cointegrating regression approach

Hayette Gatfaoui

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Date: 2017-08
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Published in Economic Modelling, 2017, 64, pp.48 - 59. ⟨10.1016/j.econmod.2017.03.012⟩

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Journal Article: Equity market information and credit risk signaling: A quantile cointegrating regression approach (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01745285

DOI: 10.1016/j.econmod.2017.03.012

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