![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Realdon Marco
Publisher: Routledge Ltd
ISSN: 1744-6546
Source: Applied Financial Economics Letters, Vol.3, Iss.4, 2007-07, pp. : 225-230
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Pricing credit default swap with nonlinear dependence
By Shieh Shwu-Jane Lin Chih-Yung
Applied Financial Economics, Vol. 21, Iss. 4, 2011-02 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Credit default swap rates and stock prices
Applied Financial Economics Letters, Vol. 4, Iss. 4, 2008-07 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Do credit default swaps predict currency values?
By Zhang Gaiyan Yau Jot Fung Hung-Gay
Applied Financial Economics, Vol. 20, Iss. 6, 2010-03 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Momentum strategy and credit risk
Applied Financial Economics, Vol. 24, Iss. 11, 2014-06 ,pp. :