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  • Informational efficiency in distressed markets: The case of European corporate bonds 

    Bariviera, Aurelio Fernández; Guercio, M. Belén; Martinez, Lisana B. (Economic & Social Studies, Dublin, 2014)
    This paper investigates the effect of the 2008 financial crisis on informational efficiency by carrying out a long-memory analysis of European corporate bond markets. We compute the Hurst exponent for fifteen sectorial ...