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On the Relationship Between Asian Credit Default Swap and Equity Markets
16 references·6 citing·46 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1986The Economic Institutions of Capitalism10,729 cited
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  • 1998Does Trust Matter? Exploring the Effects of Interorganizational and Interpersonal Trust on Performance4,053 cited
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  • 2007Good and bad credit contagion: Evidence from credit default swaps☆588 cited
  • 2006An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market540 cited
  • 2006How Profitable Is Capital Structure Arbitrage?476 cited
  • 1999International Joint Venture Instability: A Critique of Previous Research, A Reconceptualization, and Directions for Future Research311 cited
  • 2002Some desiderata for the measurement of price discovery across markets

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260 cited
  • 1998A Conceptual Model and Study of Cross-Cultural Business Relationships224 cited
  • 2008The Dynamic Pricing of Sovereign Risk in Emerging Markets170 cited
  • Cited by

    • 2016Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries111 cited
    • 2013Information transmission between sovereign debt CDS and other financial factors The case of Latin America40 cited
    • 2017Distribution specific dependence and causality between industry-level U.S. credit and stock markets34 cited
    • 2010Do credit default swaps predict currency values?27 cited
    • 2019PORTFÖY YATIRIMLARI İLE CDS ARASINDAKİ İLİŞKİ: TÜRKİYE ÖRNEĞİ26 cited
    • 2014Price discovery process in the emerging sovereign CDS and equity markets25 cited