Contagion or Competition? Empirical Analysis of Measuring Intra-industry Contagion Effect
碩士 === 國立臺灣大學 === 財務金融學研究所 === 95 === New generation credit risk model have increasingly recognized the importance of credit contagion. To provide a solid empirical foundation, this paper investigates the announcement effect of a firm’s credit event on stock market abnormal return of its industry co...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/24397616227943732303 |