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 - LEM - UMR 9221

Domain :

Humanities and Social Sciences / Business administration

Complete list of metadatas

https://hal.archives-ouvertes.fr/hal-01745285
Contributor : Marion Romo <>
Submitted on : Wednesday, March 28, 2018 - 9:58:21 AM
Last modification on : Thursday, April 9, 2020 - 6:24:07 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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