Industry-level determinants of the linkage between credit and stock markets

6533b854fe1ef96bd12ae7e4

RESEARCH PRODUCT

Industry-level determinants of the linkage between credit and stock markets

Rania Jammazi Syed Jawad Hussain Shahzad Román Ferrer Shawkat Hammoudeh

subject

Economics and Econometrics 050208 finance Credit default swap 0502 economics and business 05 social sciences Economics Stock market Monetary economics 050207 economics Stock (geology)Credit risk

description

ABSTRACTThis paper examines the relationship between US credit default swaps (CDS) and stock returns on an industry-wide basis across a number of investment horizons, with particular focus on the m...

year	journal	country	edition	language
2018-06-21	Applied Economics

https://doi.org/10.1080/00036846.2018.1486986

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