Investor sentiment and credit default swap spreads during the global financial crisis
Year of publication: |
July 2017
|
---|---|
Authors: | Lee, Jeehye ; Kim, Sol ; Park, Yuen Jung |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 7, p. 660-688
|
Subject: | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Volatilität | Volatility | Finanzkrise | Financial crisis | Anlageverhalten | Behavioural finance | Welt | World | 2006-2009 |
-
McDonald, Robert L., (2015)
-
McDonald, Robert L., (2014)
-
McDonald, Robert L., (2015)
- More ...
-
Skewness versus Kurtosis : implications for pricing and hedging options
Kim, Sol, (2017)
-
Park, Yuen Jung, (2012)
-
The linkage between the options and credit default swap markets during the subprime mortgage crisis
Kim, Tong Suk, (2013)
- More ...