We acknowledge financial support from Fundación UCEIF and Banco Santander; Banco Sabadell (Santiago Forte); and Ministerio de Asuntos Exteriores y de Cooperación, y Agencia Española de Cooperación Internacional (MAEC-AECID) (Lidija Lovreta). We also thank Viral Acharya, Carmen Ansotegui, Mascia Bedendo, Vivien Brunel, John Doukas, Ariadna Dumitrescu, Sergio Mayordomo, Zorica Mladenović, José Olmo, Pavle Petrović, Antonio Rubia, Giovanni Urga and an anonymous referee for their helpful suggestions. The usual disclaimers apply. Correspondence: Lidija Lovreta.
Time-Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times
Article first published online: 13 JUN 2013
© 2013 John Wiley & Sons Ltd
European Financial Management
How to Cite
Forte, S. and Lovreta, L. (2013), Time-Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times. European Financial Management. doi: 10.1111/j.1468-036X.2013.12020.x
- Article first published online: 13 JUN 2013
- Fundación UCEIF and Banco Santander
- Banco Sabadell (Santiago Forte)
- Ministerio de Asuntos Exteriores y de Cooperación, y Agencia Española de Cooperación Internacional (MAEC-AECID) (Lidija Lovreta)
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