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

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Submitted on : Wednesday, March 28, 2018 - 9:58:21 AM
Last modification on : Thursday, April 11, 2019 - 9:25:01 AM

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Hayette Gatfaoui. Equity market information and credit risk signaling: A quantile cointegrating regression approach. Economic Modelling, Elsevier, 2017, 64, pp.48 - 59. ⟨10.1016/j.econmod.2017.03.012⟩. ⟨hal-01745285⟩

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