Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options

✍ Scribed by Peter Carr; Liuren Wu

• Book ID: 116614865
• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 255 KB
• Volume: 31
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2006.09.008