The co-movement of credit default swap volume and equity market returns: A US real sector analysis

Additional Metadata
Keywords	Credit default swap, Equity market, Lead lag relationship, Co movement
Thesis Advisor	Sojli, E., Gaast, J.P. van der
Persistent URL	hdl.handle.net/2105/23836
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA 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	Kogan, V. (2013). The co-movement of credit default swap volume and equity market returns: A US real sector analysis. In Finance & Investments.http://hdl.handle.net/2105/23836

The co-movement of credit default swap volume and equity market returns