Equity market information and credit risk signaling: A quantile cointegrating regression approach

Hayette Gatfaoui

doi:10.1016/j.econmod.2017.03.012

Journal articles

Equity market information and credit risk signaling: A quantile cointegrating regression approach

Hayette Gatfaoui ^{1, 2}

1 IESEG - School of Management (LEM)

2 LEM - Lille économie management - UMR 9221

Document type :

Journal articles

Domain :

Humanities and Social Sciences / Business administration

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https://hal.archives-ouvertes.fr/hal-01745285
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Submitted on : Wednesday, March 28, 2018 - 9:58:21 AM
Last modification on : Tuesday, April 12, 2022 - 4:12:03 PM

Equity market information and credit risk signaling: A quantile cointegrating regression approach

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Equity market information and credit risk signaling: A quantile cointegrating regression approach

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