An analysis of sectoral equity and CDS spreads

Paresh Narayan ()

Working Papers from Deakin University, Department of Economics

Keywords: Equity Returns; Spillover; CDS Spread; Forecast Error Variance (search for similar items in EconPapers)
Date: 2015-01-01
New Economics Papers: this item is included in nep-fmk and nep-for
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Citations: View citations in EconPapers (21)

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http://www.dx.doi.org/10.1016/j.intfin.2014.10.004

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Journal Article: An analysis of sectoral equity and CDS spreads (2015)
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Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2015_02

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