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Dependence structure between the credit default swap return and the kurtosis of the equity return distribution : evidence from Japan
Chen, Yi-Husan; Tu, Anthony H.; Wang, Kehluh - In: Journal of international financial markets, … 18 (2008) 3, pp. 259-271
Persistent link: https://www.econbiz.de/10003710364
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Religiosity and sovereign credit quality
Hsieh, Wen-Liang G.; Wu, Wei-Shao; Tu, Anthony H. - In: Journal of empirical finance 68 (2022), pp. 84-103
Persistent link: https://www.econbiz.de/10013464440