FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2109341760> ?p ?o ?g. }

• W2109341760 abstract "This paper explores the dynamic relationship between stock market implied credit spreads, CDS spreads, and bond spreads. A general VECM representation is proposed for changes in the three credit spread measures which accounts for zero, one, or two independent cointegration equations, depending on the evidence provided by any particular company. Empirical analysis on price discovery, based on a proprietary sample of North American and European firms, and tailored to the specific VECM at hand, indicates that stocks lead CDS and bonds more frequently than the other way round. It likewise confirms the leading role of CDS with respect to bonds." @default.
• W2109341760 created "2016-06-24" @default.
• W2109341760 creator A5010019155 @default.
• W2109341760 creator A5069565212 @default.
• W2109341760 date "2009-11-01" @default.
• W2109341760 modified "2023-09-29" @default.
• W2109341760 title "Credit Spreads: An Empirical Analysis on the Informational Content of Stocks, Bonds, and CDS" @default.
• W2109341760 cites W1790451896 @default.
• W2109341760 cites W1978867264 @default.
• W2109341760 cites W1989292978 @default.
• W2109341760 cites W2016087196 @default.
• W2109341760 cites W2054937089 @default.
• W2109341760 cites W2104723218 @default.
• W2109341760 cites W2105973145 @default.
• W2109341760 cites W2114109926 @default.
• W2109341760 cites W2153900362 @default.
• W2109341760 cites W3020973247 @default.
• W2109341760 cites W3121328583 @default.
• W2109341760 cites W3122064234 @default.
• W2109341760 cites W3122403692 @default.
• W2109341760 cites W3124125555 @default.
• W2109341760 cites W3125179148 @default.
• W2109341760 cites W3125895176 @default.
• W2109341760 cites W3123699647 @default.
• W2109341760 hasPublicationYear "2009" @default.
• W2109341760 type Work @default.
• W2109341760 sameAs 2109341760 @default.
• W2109341760 citedByCount "36" @default.
• W2109341760 countsByYear W21093417602012 @default.
• W2109341760 countsByYear W21093417602013 @default.
• W2109341760 countsByYear W21093417602014 @default.
• W2109341760 countsByYear W21093417602015 @default.
• W2109341760 countsByYear W21093417602016 @default.
• W2109341760 countsByYear W21093417602017 @default.
• W2109341760 crossrefType "posted-content" @default.
• W2109341760 hasAuthorship W2109341760A5010019155 @default.
• W2109341760 hasAuthorship W2109341760A5069565212 @default.
• W2109341760 hasConcept C10138342 @default.
• W2109341760 hasConcept C106159729 @default.
• W2109341760 hasConcept C143724316 @default.
• W2109341760 hasConcept C144133560 @default.
• W2109341760 hasConcept C145162277 @default.
• W2109341760 hasConcept C149782125 @default.
• W2109341760 hasConcept C151730666 @default.
• W2109341760 hasConcept C162324750 @default.
• W2109341760 hasConcept C166957645 @default.
• W2109341760 hasConcept C17744445 @default.
• W2109341760 hasConcept C197142791 @default.
• W2109341760 hasConcept C199539241 @default.
• W2109341760 hasConcept C204036174 @default.
• W2109341760 hasConcept C205649164 @default.
• W2109341760 hasConcept C2776359362 @default.
• W2109341760 hasConcept C2988984586 @default.
• W2109341760 hasConcept C556758197 @default.
• W2109341760 hasConcept C69738904 @default.
• W2109341760 hasConcept C86803240 @default.
• W2109341760 hasConcept C94625758 @default.
• W2109341760 hasConceptScore W2109341760C10138342 @default.
• W2109341760 hasConceptScore W2109341760C106159729 @default.
• W2109341760 hasConceptScore W2109341760C143724316 @default.
• W2109341760 hasConceptScore W2109341760C144133560 @default.
• W2109341760 hasConceptScore W2109341760C145162277 @default.
• W2109341760 hasConceptScore W2109341760C149782125 @default.
• W2109341760 hasConceptScore W2109341760C151730666 @default.
• W2109341760 hasConceptScore W2109341760C162324750 @default.
• W2109341760 hasConceptScore W2109341760C166957645 @default.
• W2109341760 hasConceptScore W2109341760C17744445 @default.
• W2109341760 hasConceptScore W2109341760C197142791 @default.
• W2109341760 hasConceptScore W2109341760C199539241 @default.
• W2109341760 hasConceptScore W2109341760C204036174 @default.
• W2109341760 hasConceptScore W2109341760C205649164 @default.
• W2109341760 hasConceptScore W2109341760C2776359362 @default.
• W2109341760 hasConceptScore W2109341760C2988984586 @default.
• W2109341760 hasConceptScore W2109341760C556758197 @default.
• W2109341760 hasConceptScore W2109341760C69738904 @default.
• W2109341760 hasConceptScore W2109341760C86803240 @default.
• W2109341760 hasConceptScore W2109341760C94625758 @default.
• W2109341760 hasLocation W21093417601 @default.
• W2109341760 hasOpenAccess W2109341760 @default.
• W2109341760 hasPrimaryLocation W21093417601 @default.
• W2109341760 hasRelatedWork W1601114539 @default.
• W2109341760 hasRelatedWork W1998697275 @default.
• W2109341760 hasRelatedWork W2020964710 @default.
• W2109341760 hasRelatedWork W2052680151 @default.
• W2109341760 hasRelatedWork W2105973145 @default.
• W2109341760 hasRelatedWork W2114641923 @default.
• W2109341760 hasRelatedWork W2127169188 @default.
• W2109341760 hasRelatedWork W2155797117 @default.
• W2109341760 hasRelatedWork W2162128050 @default.
• W2109341760 hasRelatedWork W2169476066 @default.
• W2109341760 hasRelatedWork W2170621663 @default.
• W2109341760 hasRelatedWork W2171200279 @default.
• W2109341760 hasRelatedWork W2287284903 @default.
• W2109341760 hasRelatedWork W2740308635 @default.
• W2109341760 hasRelatedWork W2801419841 @default.
• W2109341760 hasRelatedWork W2947187602 @default.
• W2109341760 hasRelatedWork W3122762010 @default.
• W2109341760 hasRelatedWork W3125041188 @default.
• W2109341760 hasRelatedWork W3141497421 @default.
• W2109341760 hasRelatedWork W2146766814 @default.

• next