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

B-Tier
Journal: Journal of Banking & Finance
Year: 2004
Volume: 28
Issue: 11
Pages: 2813-2843

Authors (2)

Norden, Lars (Fundação Getúlio Vargas (FGV)) Weber, Martin

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jbfina:v:28:y:2004:i:11:p:2813-2843
Journal Field
Finance
Author Count
2
Added to Database
2026-01-26