Which market is leading?: An empirical analysis of the co-movement between CDS spreads and stock returns

Additional Metadata
Keywords	Credit spreads, Equity, Credit derivatives, Credit default swap, Stock returns, Lead lag relationship
Thesis Advisor	Dijk, M.A. van, Bode, B.
Persistent URL	hdl.handle.net/2105/23297
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Yerlikaya, E.K. (2011, March 23). Which market is leading?: An empirical analysis of the co-movement between CDS spreads and stock returns. Finance & Investments. Retrieved from http://hdl.handle.net/2105/23297

Which market is leading?