The role of the leverage effect in the price discovery process of credit markets (Q2246685)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The role of the leverage effect in the price discovery process of credit markets |
scientific article |
Statements
The role of the leverage effect in the price discovery process of credit markets (English)
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16 November 2021
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credit markets
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capital structure arbitrage
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leverage effect
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co-integration
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price discovery
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