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Emerging from chapter 11 bankruptcy : is it good news or bad news for industry competitors?

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The prospects for China's free trade agreements

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On-line scheduling of multi-core processor tasks with virtualization

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Intra-industry credit contagion : evidence from the credit default swap market and the stock market

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Do credit default swaps predict currency values?

Zhang, Gaiyan; Yau, Jot; Fung, Hung-gay - In: Applied financial economics 20 (2010) 4/6, pp. 439-458

Using daily data of four currencies (Japanese Yen (JPY), Euro (EUR), British Pound (GBP) and Australian Dollar (AUD)) in terms of the US Dollar (USD), and JPY, USD, GBP and AUD in terms of the EUR from January 2004 to February 2008, we examine the lead-lag relationship between the Credit Default...

Persistent link: https://www.econbiz.de/10003963392