Volatility Transmission Among the CDS, Equity, and Bond Markets.

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

Iaith wreiddiol	Saesneg
Tudalennau (o-i)	33-46
Cyfnodolyn	Journal of Fixed Income
Cyfrol	18
Rhif cyhoeddi	3
Dynodwyr Gwrthrych Digidol (DOIs)	https://doi.org/10.3905/JFI.2009.18.3.033
Statws	Cyhoeddwyd - 1 Tach 2009

Mynediad at Ddogfen

@article{3b5ffe9d437a43b9a0602b650d42ef5a,

title = "Volatility Transmission Among the CDS, Equity, and Bond Markets.",

author = "\{ap Gwilym\}, O.M. and L. Meng and \{Ap Gwilym\}, O. and J. Varas",

year = "2009",

month = nov,

day = "1",

doi = "10.3905/JFI.2009.18.3.033",

language = "English",

volume = "18",

pages = "33--46",

journal = "Journal of Fixed Income",

issn = "1059-8596",

publisher = "Portfolio Management Research",

number = "3",

}