Credit default swap spreads and annual report readability
Year of publication: |
February 2018
|
---|---|
Authors: | Hu, Nan ; Liu, Ling ; Zhu, Lu |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 50.2018, 2, p. 591-621
|
Subject: | 10-K | Annual report readability | Credit default swap (CDS) | Credit risk | Kreditderivat | Credit derivative | Kreditrisiko | Derivat | Derivative |
-
Debt market illiquidity and correlated default risk
Javadi, Siamak, (2018)
-
Study of correlation impact on credit default swap margin using a GARCH-DCC-copula framework
Li, David, (2019)
-
An enhanced decision support approach for learning and tracking derivative index
Wu, Dexiang, (2019)
- More ...
-
Credit derivatives and stock return synchronicity
Bai, Xuelian, (2017)
-
Credit Default Swap Spreads and Annual Report Readability
Hu, Nan, (2016)
-
Hu, Nan, (2022)
- More ...