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

O.M. ap Gwilym, L. Meng, O. Ap Gwilym, J. Varas

Research output: Contribution to journal › Article › peer-review

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@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",

}