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