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~person:"Gottschalk, Katrin"
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Cross-hedging strategies between CDS spreads and option volatility during crises
Fonseca, José da
;
Gottschalk, Katrin
- In:
Journal of international money and finance
49
(
2014
),
pp. 386-400
Persistent link: https://www.econbiz.de/10010464998
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Cross-hedging strategies between CDS spreads and option volatility during crises
Da Fonseca, José
;
Gottschalk, Katrin
- In:
Journal of International Money and Finance
49
(
2014
)
PB
,
pp. 386-400
volatility
surface
for five European countries from 2007 to 2012, a sample period covering both the Global Financial Crisis (GFC …
Persistent link: https://www.econbiz.de/10011077085
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