Do Credit Default Swaps Predict Currency Values?
Year of publication: |
2009
|
---|---|
Authors: | Zhang, Gaiyan |
Other Persons: | Yau, Jot (contributor) ; Fung, Hung-Gay (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Finanzkrise | Financial crisis | Kreditderivat | Credit derivative | Finanzdienstleistung | Financial services | Devisenmarkt | Foreign exchange market |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Applied Financial Economics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 20, 2009 erstellt |
Classification: | C22 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The role of a changing market environment for credit default swap pricing
Leppin, Julian S., (2014)
-
The role of a changing market : environment for credit default swap pricing
Leppin, Julian S., (2014)
-
The role of a changing market environment for credit default swap pricing
Leppin, Julia S., (2014)
- More ...
-
Are the US stock market and credit default swap market related? : evidence from the CDX indices
Fung, Hung-gay, (2008)
-
Do credit default swaps predict currency values?
Zhang, Gaiyan, (2010)
-
Fung, Hung-gay, (2011)
- More ...