Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference23 articles.
1. Insider trading in credit derivatives;Acharya;Journal of Financial Economics,2007
2. Regime dependent determinants of credit default swap spreads;Alexander;Journal of Banking and Finance,2008
3. Price discovery and common factor models;Baillie;Journal of Financial Markets,2002
4. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps;Blanco;Journal of Finance,2005
5. Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics;Bonfim;Journal of Banking and Finance,2009
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