The role of the leverage effect in the price discovery process of credit markets (Q2246685)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The role of the leverage effect in the price discovery process of credit markets |
scientific article |
Statements
The role of the leverage effect in the price discovery process of credit markets (English)
0 references
16 November 2021
0 references
credit markets
0 references
capital structure arbitrage
0 references
leverage effect
0 references
co-integration
0 references
price discovery
0 references
0 references
