Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan
| Year of publication: |
2008
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|---|---|
| Authors: | Chen, Yi-Hsuan ; Tu, Anthony H. ; Wang, Kehluh |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 18.2008, 3, p. 259-271
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