Work

Theory and Evidence on the Dynamic Interactions between Sovereign Credit Default Swaps and Currency Options

Year: 2005

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.745824

Authors: Liuren Wu, Peter P. Carr

Institutions: Baruch College, City University of New York, New York University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2170686716

Cites: 41

Cited by: 27

Related to: 10