Relation between Credit Default Swap Spreads and Stock Prices: A Non-linear Perspective
Crossref DOI link: https://doi.org/10.1007/s12197-017-9423-9
Published Online: 2017-12-29
Published Print: 2019-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mateev, Miroslav
Marinova, Elena
Funding for this research was provided by:
American University in the Emirates
Text and Data Mining valid from 2017-12-29
Article History
First Online: 29 December 2017