The Co-Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia-Pacific Markets
Year of publication: |
2018
|
---|---|
Authors: | Da Fonseca, José ; Gottschalk, Katrin |
Published in: |
International Review of Finance. - Wiley, ISSN 1369-412X, ZDB-ID 2034475-2. - 2018 (30.09.)
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Cross-hedging strategies between CDS spreads and option volatility during crises
Da Fonseca, José, (2014)
-
Da Fonseca, José, (2013)
-
Fonseca, José da, (2013)
- More ...