Journal of Financial Markets Vol. 43 2019

Excess comovement in credit default swap markets: Evidence from the CDX indices

Lara Cathcart¹; Lina El-Jahel; Leo Evans¹; Yining Shi²

¹ Imperial College London · ² University of International Business and Economics

DOI

10.1016/j.finmar.2018.10.002

Volume

43

Pages

96-120

Language

en

Sources

crossref openalex

Cite

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