Stock Return Predictability of Cross-Market Deviations in Option Prices and Credit Default Swap Spreads
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Publisher
Elsevier BV
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2. What Drives the Price Convergence between Credit Default Swap and Put Option: New Evidence;SSRN Electronic Journal;2018
3. Strike of Default: Sensitivity and Times Series Analysis;Pricing and Liquidity of Complex and Structured Derivatives;2016
4. Credit Default Swaps from an Equity Option View;Pricing and Liquidity of Complex and Structured Derivatives;2016
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