Information Flow between Sovereign CDS and Dollar-Yen Currency Option Markets in the Sovereign Debt Crisis of 2009-2011
Year of publication: |
2011-12
|
---|---|
Authors: | Hui, Cho-Hoi ; Fong, Tom |
Institutions: | Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong |
Subject: | Sovereign Risk | Currency Options | Credit Default Swaps | Fiscal Situation |
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