Open access

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

Written By

Hayette Gatfaoui

Submitted: 26 April 2011 Published: 25 April 2012

DOI: 10.5772/33888

From the Edited Volume

Risk Management for the Future - Theory and Cases

Edited by Jan Emblemsvag

Chapter metrics overview

2,736 Chapter Downloads

View Full Metrics

Written By

Hayette Gatfaoui

Submitted: 26 April 2011 Published: 25 April 2012