Are the U.S. Stock Market and Credit Default Swap Market Related?: Evidence from the CDX Indices

Hung-Gay Fung, Gregory E Sierra, Jot Yau, Gaiyan Zhang

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	The Journal of Alternative Investments
Volume	11
DOIs	https://doi.org/10.3905/jai.2008.708849
State	Published - Jun 30 2008

Disciplines

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title = "Are the U.S. Stock Market and Credit Default Swap Market Related?: Evidence from the CDX Indices",

author = "Hung-Gay Fung and Sierra, \{Gregory E\} and Jot Yau and Gaiyan Zhang",

year = "2008",

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doi = "10.3905/jai.2008.708849",

language = "American English",

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T1 - Are the U.S. Stock Market and Credit Default Swap Market Related?: Evidence from the CDX Indices

AU - Fung, Hung-Gay

AU - Sierra, Gregory E

AU - Yau, Jot

AU - Zhang, Gaiyan

PY - 2008/6/30

Y1 - 2008/6/30

UR - http://www.umsl.edu/divisions/business/files/pdfs/Zhang_Publication/CDS%20JAI%20Final%20FSYZ.pdf

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DO - 10.3905/jai.2008.708849

M3 - Article

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JO - The Journal of Alternative Investments

JF - The Journal of Alternative Investments

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