The Co-Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia-Pacific Markets
Author:
Affiliation:
1. Department of Finance, Business School; Auckland University of Technology; Auckland New Zealand
2. PRISM Sorbonne EA 4101; Université Paris 1 Panthéon - Sorbonne; Paris France
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/irfi.12237/fullpdf
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5. What Determines Euro Area Bank CDS Spreads?;Annaert;Journal of International Money and Finance,2013
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