Time‐Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times

Publisher: John Wiley & Sons Inc

E-ISSN: 1468-036x|21|3|430-461

ISSN: 1354-7798

Source: EUROPEAN FINANCIAL MANAGEMENT, Vol.21, Iss.3, 2015-06, pp. : 430-461

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Abstract