Work

An analysis of price discovery from panel data models of CDS and equity returns

Year: 2014

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2014.01.008

Authors: Paresh Kumar Narayan, Susan Sunila Sharma, Kannan Sivananthan Thuraisamy

Institution: Deakin University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2033562162

FWCI: 25.63

Cites: 27

Cited by: 104

Related to: 10