Work

Jumps in Credit Default Swap Spreads and Stock Returns

Year: 2010

Type: article

Source: The Journal of Fixed Income

DOI: 10.3905/jfi.2011.20.3.056

Authors: Patrick Trutwein, Sanjay Ramchander, Dirk Schiereck

Institutions: Technische Universität Braunschweig, Colorado State University, Technische Universität Darmstadt

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1511025337

FWCI: 0.989

Cites: 29

Cited by: 17

Related to: 10