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Market integration and efficiency of CDS and equity markets · Study

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ArticleMarket integration and efficiency of CDS and equity markets

Florian Kiesel2016

Article2016

Market integration and efficiency of CDS and equity markets

Florian Kiesel · Sascha Kolaric · Dirk Schiereck

26 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1985Does the Stock Market Overreact?1985Using daily stock returns 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market 1991Event-study methodology under conditions of event-induced variance 1989A nonparametric test for abnormal security-price performance in event studies 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements

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2017The impact of expected regulatory changes: The case of banks following the 2016 U.S. election

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Year2016

Typearticle

Published2016-02-20

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations26

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.qref.2016.02.010

openalex_workW2285676448

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