The Influence of Equity Market Sentiment on Credit Default Swap Markets: Evidence from Wavelet Quantile Regression
Previous studies focused on the fundamental channels of the interaction between the equity market and credit default swap (CDS) market. This paper finds another channel, investor sentiment, that contributes to the impact of the equity market on the CDS market under different time horizons and market...
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| Hlavní autoři: | , , , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Wiley
2023-01-01
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| Edice: | Complexity |
| On-line přístup: | http://dx.doi.org/10.1155/2023/3475079 |
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