The Influence of Equity Market Sentiment on Credit Default Swap Markets: Evidence from Wavelet Quantile Regression

Weifang Mao, Huiming Zhu, Hao Wu, Zhongqingyang Zhang, Jin Chen. The Influence of Equity Market Sentiment on Credit Default Swap Markets: Evidence from Wavelet Quantile Regression. Complexity, 2023, 2023. [doi]

Abstract

Abstract is missing.