What Moves the Correlation between the Equity and Credit Default Swap Markets?
Liu, Zilong, Pu, Xiaoling, Zhao, XinleiVolume:
25
Language:
english
Journal:
The Journal of Fixed Income
DOI:
10.3905/jfi.2015.25.2.072
Date:
September, 2015
File:
PDF, 1.80 MB
english, 2015