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Price discovery process in the emerging sovereign CDS and equity markets · Study

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ArticlePrice discovery process in the emerging sovereign CDS and equity markets

Geoffrey M. Ngene2014

Article2014

Price discovery process in the emerging sovereign CDS and equity markets

Geoffrey M. Ngene · M. Kabir Hassan · Nafis Alam

25 citations·0/0 files stored·Emerging Markets Review

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1996A test for independence based on the correlation dimension 1991Bounded Rationality and Organizational Learning 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 2006Analysis of Financial Time Series

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Year2014

Typearticle

Published2014-08-20

VenueEmerging Markets Review

ISSN-L1566-0141

Languageen

Citations25

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.ememar.2014.08.004

openalex_workW1999212423

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