Artigo

Título:
Cross-Hedging Strategies between CDS Spreads and Option Volatility during Crises
Autores:
José da Fonseca (Auckland U Technology)
Katrin Gottschalk (Auckland U Technology)
Revista:
Journal of International Money and Finance
Ano:
2014
Volume:
49
Páginas:
386-400
Códigos JEL:
F34 - International Lending and Debt Problems
G1 - General Financial Markets
G13 - Contingent Pricing; Futures Pricing
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
H63 - Debt; Debt Management
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