Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors

Journal of Financial Markets - Tập 54 - Trang 100581 - 2021
William J. Procasky1
1Texas A&M University - Kingsville, Department of Accounting and Finance, 700 University Blvd, MSC 186, Kingsville, TX, 78363, USA

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