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: |
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: |