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Price Discovery in Equity and CDS Markets · Study

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ArticlePrice Discovery in Equity and CDS Markets

Lawrence Kryzanowski2016

OA

Articlegreen2016

Price Discovery in Equity and CDS Markets

Lawrence Kryzanowski · Stylianos Perrakis · Rui Zhong

26 citations·0/0 files stored·Journal of Financial Markets

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

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1973The Pricing of Options and Corporate Liabilities 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads 1995One Security, Many Markets: Determining the Contributions to Price Discovery 1995Estimation of Common Long-Memory Components in Cointegrated Systems

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Year2016

Typearticle

Published2016-01-01

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.finmar.2017.07.006

openalex_workW2525691608

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