The Co-movement of Credit Default Swap Spreads, Stock Market Returns and Volatilities : Evidence from Asia-Pacific Markets
Year of publication: |
2023
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Authors: | Da Fonseca, José ; Gottschalk, Katrin |
Publisher: |
[S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Volatilität | Volatility | Aktienmarkt | Stock market | Asiatisch-pazifischer Raum | Asia-Pacific region | Kapitaleinkommen | Capital income | Kreditrisiko | Credit risk |
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 13, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.4360831 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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