Título:

A Joint Analysis of Market Indexes in Credit Default Swap, Volatility and Stock Markets

Autores:

José da Fonseca (Auckland U Technology)
Peiming Wang (Auckland U Technology)

Revista:

Applied Economics

Ano:

2016

Volume:

48

Número:

19-21

Páginas:

1767-1784

Códigos JEL:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G13 - Contingent Pricing; Futures Pricing