Volatility transmission among the CDS, equity, and bond markets

L. Meng, Owain ap Gwilym and J. Varas
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L. Meng: LEM - Lille - Economie et Management - Université de Lille, Sciences et Technologies - CNRS - Centre National de la Recherche Scientifique

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Date: 2009
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Published in Journal of fixed income, 2009, 18 (3), pp.33-46

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00487331

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