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Contagion in Credit Default Swap Premiums and Spillover Effects from Bond Liquidity to Stock Returns

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Identiferoai:union.ndltd.org:OhioLink/oai:etd.ohiolink.edu:osu1334406908
Date20 June 2012
CreatorsAnderson, Mike
PublisherThe Ohio State University / OhioLINK
Source SetsOhiolink ETDs
LanguageEnglish
Detected LanguageEnglish
Typetext
Sourcehttp://rave.ohiolink.edu/etdc/view?acc_num=osu1334406908
Rightsunrestricted, This thesis or dissertation is protected by copyright: all rights reserved. It may not be copied or redistributed beyond the terms of applicable copyright laws.

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