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Article
Title:
A Joint Analysis of Market Indexes in Credit Default Swap, Volatility and Stock Markets
Authors:
José da Fonseca
(
Auckland U Technology
)
Peiming Wang
(
Auckland U Technology
)
Journal:
Applied Economics
Year:
2016
Volume:
48
Number:
19-21
Pages:
1767-1784
JEL codes:
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G13 - Contingent Pricing; Futures Pricing
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