Excess comovement in credit default swap markets: Evidence from the CDX indices
| Autor: | Cathcart, Lara, El-Jahel, Lina, Evans, Leo, Shi, Yining |
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| Zdroj: | In Journal of Financial Markets March 2019 43:96-120 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Cathcart, Lara, El-Jahel, Lina, Evans, Leo, Shi, Yining |
|---|---|
| Zdroj: | In Journal of Financial Markets March 2019 43:96-120 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect