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Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market

Byström, Hans LU (2005) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Working Paper
publication status
published
subject
keywords
credit default swap index, stock market index, stock return volatility
in
Working Papers, Department of Economics, Lund University
issue
24
publisher
Department of Economics, Lund Universtiy
language
English
LU publication?
yes
id
c72f4090-1b57-4a94-9e1e-b91d61c31071 (old id 1387168)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2005_024.htm
date added to LUP
2009-04-20 12:27:24
date last changed
2016-08-29 16:26:45
@misc{c72f4090-1b57-4a94-9e1e-b91d61c31071,
  author       = {Byström, Hans},
  keyword      = {credit default swap index,stock market index,stock return volatility},
  language     = {eng},
  number       = {24},
  publisher    = {ARRAY(0xd722ea8)},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market},
  year         = {2005},
}