Linkages between CDS, bond and stock markets: Evidence from Europe
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More about this item
Keywords
bond market; CDS market; information; panel data; stock market;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G01 - Financial Economics - - General - - - Financial Crises
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2016-12-11 (Financial Markets)
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