Relationship between Credit Default Swaps and Equity Market: A Factor Model Approach
碩士 === 元智大學 === 財務金融學系 === 97 === Recent empirical researches analyze the relationship between credit default swaps (CDS) and equity market by using historical stock returns which contain market risk, credit risk, and other risks such as operational risk. Prior studies are not able to document that...
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| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33763411081977389872 |