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Business, Management and Economics » "Risk Management for the Future - Theory and Cases", book edited by Jan Emblemsvag, ISBN 978-953-51-0571-8, Published: April 25, 2012 under CC BY 3.0 license. © The Author(s).

Chapter 18

Linking U.S. CDS Indexes with the U.S. Stock Market: A Multidimensional Analysis with the Market Price and Market Volatility Channels

By Hayette Gatfaoui
DOI: 10.5772/33888