The Dynamic Co-movement of Credit Default Swap and Stock markets: Evidence from Japan
碩士 === 中華大學 === 經營管理研究所 === 96 === This study investigates the dynamic behavior of stock market and credit derivative market with a focus on lead-lag relations. We collect the daily credit default swap (CDS) rate from the Tokyo International Financial Exchange (TIFFE), covering the period from March...
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| Format: | Others |
| Language: | en_US |
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2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73370577389234205120 |