The impacts of overseas market shocks on the CDS-option basis
Yuen Jung Park, Ali M. Kutan, Doojin Ryu
| Year of publication: |
2019
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|---|---|
| Authors: | Park, Yuen Jung ; Kutan, Ali Mustafa ; Ryu, Doojin |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 47.2019, p. 622-636
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| Subject: | Global financial crisis | KOSPI200 options | Sovereign credit default swaps | Unit recovery claim | VIX | VIX futures | Finanzkrise | Financial crisis | Kreditderivat | Credit derivative | Derivat | Derivative | Schock | Shock | Welt | World | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market | Optionsgeschäft | Option trading | Öffentliche Anleihe | Public bond | Swap |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012120141