Changes in volatility of credit spread and market efficiency during rapid growth of credit-related securities

Author: Hessel Christopher   Wang Jun  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.10, Iss.5, 2010-05, pp. : 545-554

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract