Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements

Lars Norden, M Weber

Research output: Contribution to journal › Article › Academic › peer-review

355 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	2813-2843
Number of pages	30
Journal	Journal of Banking and Finance
Volume	28
Issue number	11
DOIs	https://doi.org/10.1016/j.jbankfin.2004.06.011
Publication status	Published - 2004
Externally published	Yes

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title = "Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements",

author = "Lars Norden and M Weber",

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journal = "Journal of Banking and Finance",

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T1 - Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements

AU - Norden, Lars

AU - Weber, M

PY - 2004

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DO - 10.1016/j.jbankfin.2004.06.011

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EP - 2843

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

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