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isPartOf:"Journal of banking & finance"
subject:"United States"
~person:"Hui, Cho H."
~subject:"Euro area"
~subject:"Option-implied correlation"
~type:"article"
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Option-implied correlation
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Hui, Cho H.
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Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes : a measure of spillover effect in European debt crisis
Hui, Cho H.
;
Lo, Chi-fai
;
Lau, Chun-sing
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3694-3703
Persistent link: https://www.econbiz.de/10010126296
Saved in:
2
Crash risk of the euro in the sovereign debt crisis of 2009 - 2010
Hui, Cho H.
;
Chung, Tsz-kin
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2945-2955
Persistent link: https://www.econbiz.de/10009373072
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