Chan-Lau et al., 2004 - Google Patents
Equity prices, credit default swaps, and bond spreads in emerging marketsChan-Lau et al., 2004
View PDF- Document ID
- 16168653318393904614
- Author
- Chan-Lau J
- Kim Y
- Publication year
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This paper examines equilibrium price relationships and price discovery between credit default swap (CDS), bond, and equity markets for emerging market sovereign issuers. Findings suggest that CDS and bond spreads converge despite various pressures that arise …
- 238000000034 method 0 description 18
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- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
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- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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- G06Q40/025—Credit processing or loan processing, e.g. risk analysis for mortgages
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- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Exchange, e.g. stocks, commodities, derivatives or currency exchange
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