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Firm-specific information and the correlation between individual stocks and bonds

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Author Info
Kwan, Simon H.

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File URL: http://www.sciencedirect.com/science/article/B6VBX-3VWPP50-G/2/4cfe883dd41d672a9776bcaa6cf9f75d
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 40 (1996)
Issue (Month): 1 (January)
Pages: 63-80
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Handle: RePEc:eee:jfinec:v:40:y:1996:i:1:p:63-80

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Web page: http://www.elsevier.com/locate/inca/505576

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  6. Gregory R. Duffee, 1996. "Estimating the price of default risk," Finance and Economics Discussion Series 96-29, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  7. Byström, Hans N. E., 2005. "Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market," Working Papers 2005:24, Lund University, Department of Economics, revised 15 May 2005. [Downloadable!]
  8. C. N. V. Krishnan & P. H. Ritchken & J. B. Thomson, 2003. "Monitoring and controlling bank risk: does risky debt serve any purpose?," Working Paper 0301, Federal Reserve Bank of Cleveland. [Downloadable!]
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  10. Lars Norden & Martin Weber, 2004. "The comovement of credit default swap, bond and stock markets: an empirical analysis," CFS Working Paper Series 2004/20, Center for Financial Studies. [Downloadable!]
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  12. Marco Taboga, 2009. "The riskiness of corporate bonds," Temi di discussione (Economic working papers) 730, Bank of Italy, Economic Research Department. [Downloadable!]
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