Equity market information and credit risk signaling: A quantile cointegrating regression approach - Archive ouverte HAL
Article Dans Une Revue Economic Modelling Année : 2017

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

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hal-01745285 , version 1 (28-03-2018)

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