articleJournal of Banking & FinanceAug 11, 2004Closed access

Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements

LNLars NordénMWMartin Weber

University of Mannheim · Centre for Economic Policy Research

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Abstract

No abstract available for this paper.

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679
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FWCI
15.60
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100%
References
22
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Authors

2

Topics & keywords

Topics
Keywords
  • Downgrade
  • Credit rating
  • Credit default swap
  • Event study
  • Bond credit rating
  • Business
  • Stock (firearms)
  • Structured finance
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