Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market
Author
Department/s
Publishing year
2005
Language
English
Publication/Series
Working Papers, Department of Economics, Lund University
Issue
24
Full text
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Document type
Working paper
Publisher
Department of Economics, Lund University
Topic
- Economics
Keywords
- credit default swap index
- stock market index
- stock return volatility
Status
Published