An analysis of price discovery from panel data models of CDS and equity returns

Journal of Banking & Finance - Tập 41 - Trang 167-177 - 2014
Paresh Kumar Narayan1, Susan Sunila Sharma1, Kannan Sivananthan Thuraisamy1
1Centre for Financial Econometrics, School of Accounting, Economics and Finance, Deakin University, Australia

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