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Time‐Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times |
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| Authors: | Santiago Forte Lidija Lovreta |
| Affiliation: | 1. ESADE Business School – Ramon Llull University, Barcelona, Spain;2. CUNEF, Madrid, Spain |
| Abstract: | |
| Keywords: | credit risk credit default swap market stock market price discovery |