An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives

Author：

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.24, Iss.9, 2014-05, pp. : 605-619

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Credit spreads on government bonds

By Kan Kamhon

Applied Financial Economics, Vol. 8, Iss. 3, 1998-06 ,pp. : 301-313

Routledge Ltd

Access to resources Recommend Favorite

Corporate governance: beyond convergence? A comparative analysis in the wake of the global credit crunch

By Berry Helen

Global Business and Economics Review, Vol. 11, Iss. 3-4, 2010-01 ,pp. : 234-250

Inderscience Publishers

Access to resources Recommend Favorite

Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets

By Xu Qing Li Xiao-Ming

Applied Financial Economics, Vol. 19, Iss. 4, 2009-02 ,pp. : 273-290

Routledge Ltd

Access to resources Recommend Favorite

Corporate Social Responsibility and Credit Ratings

By Attig Najah El Ghoul Sadok Guedhami Omrane Suh Jungwon

Journal of Business Ethics, Vol. 117, Iss. 4, 2013-11 ,pp. : 679-694

Springer Publishing Company

Access to resources Recommend Favorite

Credit risk and efficiency in the European banking system: A three-stage analysis

By Pastor José M.

Applied Financial Economics, Vol. 12, Iss. 12, 2002-12 ,pp. : 895-911

Routledge Ltd

Access to resources Recommend Favorite