Author:
Ju Hann-Shing,Chen Ren-Raw,Yeh Shih-Kuo,Yang Tung-Hsiao
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Cited by
6 articles.
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1. Debt rollover-induced local volatility model;Review of Quantitative Finance and Accounting;2018-05-25
2. Credit default swap spreads and annual report readability;Review of Quantitative Finance and Accounting;2017-05-12
3. Capital Structure Arbitrage under a Risk-Neutral Calibration;Journal of Risk and Financial Management;2017-01-19
4. Explaining co-movements between equity and CDS bid-ask spreads;Review of Quantitative Finance and Accounting;2016-11-08
5. The economic significance of CDS price discovery;Review of Quantitative Finance and Accounting;2015-10-16