Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements

Journal of Banking & Finance - Tập 28 Số 11 - Trang 2813-2843 - 2004
Lars Nordén1, Martin Weber2,1
1Department of Banking and Finance, University of Mannheim, L 5.2, 68131 Mannheim, Germany
2Centre for Economic Policy Research (CEPR), London, UK

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Tài liệu tham khảo

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