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

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

StandardStandard

Volatility Transmission Among the CDS, Equity, and Bond Markets. / ap Gwilym, O.M.; Meng, L.; Ap Gwilym, O. et al.
Yn: Journal of Fixed Income, Cyfrol 18, Rhif 3, 01.11.2009, t. 33-46.

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

HarvardHarvard

ap Gwilym, OM, Meng, L, Ap Gwilym, O & Varas, J 2009, 'Volatility Transmission Among the CDS, Equity, and Bond Markets.', Journal of Fixed Income, cyfrol. 18, rhif 3, tt. 33-46. https://doi.org/10.3905/JFI.2009.18.3.033

APA

ap Gwilym, O. M., Meng, L., Ap Gwilym, O., & Varas, J. (2009). Volatility Transmission Among the CDS, Equity, and Bond Markets. Journal of Fixed Income, 18(3), 33-46. https://doi.org/10.3905/JFI.2009.18.3.033

CBE

MLA

VancouverVancouver

ap Gwilym OM, Meng L, Ap Gwilym O, Varas J. Volatility Transmission Among the CDS, Equity, and Bond Markets. Journal of Fixed Income. 2009 Tach 1;18(3):33-46. doi: 10.3905/JFI.2009.18.3.033

Author

ap Gwilym, O.M. ; Meng, L. ; Ap Gwilym, O. et al. / Volatility Transmission Among the CDS, Equity, and Bond Markets. Yn: Journal of Fixed Income. 2009 ; Cyfrol 18, Rhif 3. tt. 33-46.

RIS

TY - JOUR

T1 - Volatility Transmission Among the CDS, Equity, and Bond Markets.

AU - ap Gwilym, O.M.

AU - Meng, L.

AU - Ap Gwilym, O.

AU - Varas, J.

PY - 2009/11/1

Y1 - 2009/11/1

U2 - 10.3905/JFI.2009.18.3.033

DO - 10.3905/JFI.2009.18.3.033

M3 - Article

VL - 18

SP - 33

EP - 46

JO - Journal of Fixed Income

JF - Journal of Fixed Income

SN - 1059-8596

IS - 3

ER -