Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market
(2005) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1387168
- author
- Byström, Hans LU
- organization
- publishing date
- 2005
- type
- Working paper/Preprint
- 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 University
- 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
- 2016-04-04 09:57:43
- date last changed
- 2018-11-21 20:55:53
@misc{c72f4090-1b57-4a94-9e1e-b91d61c31071, author = {{Byström, Hans}}, keywords = {{credit default swap index; stock market index; stock return volatility}}, language = {{eng}}, note = {{Working Paper}}, number = {{24}}, publisher = {{Department of Economics, Lund University}}, series = {{Working Papers, Department of Economics, Lund University}}, title = {{Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market}}, url = {{https://lup.lub.lu.se/search/files/5427205/2061452}}, year = {{2005}}, }