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
Pricing credit default swap with nonlinear dependence
By Shieh Shwu-Jane Lin Chih-Yung
Applied Financial Economics, Vol. 21, Iss. 4, 2011-02 ,pp. :
Access to resources
Recommend
Credit default swap rates and stock prices
Applied Financial Economics Letters, Vol. 4, Iss. 4, 2008-07 ,pp. :
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. :
Momentum strategy and credit risk
Applied Financial Economics, Vol. 24, Iss. 11, 2014-06 ,pp. :