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Credit spreads and bankruptcy information from options data
Tzeng, Chi-Feng, (2014)
Global Financial Crisis and Price Discovery between Credit Default Swaps Premia and Bond Yield Spreads
Klenina, Ekaterina, (2017)
Vanishing contagion spreads
Duarte, Diogo, (2022)
An inference about the length of the time-to-build period
Jung, Yong-gook, (2013)
Investment lags and macroeconomic dynamics
Jung, Yong-Gook, (2015)
Evaluating inflation persistence considering model uncertainty and structural break
Jung, Yong-Gook, (2019)