A Study on the Information Transmission among Credit Default Swap, Sovereign Bonds and Stock
碩士 === 東海大學 === 財務金融學系 === 101 === This article explores the prices dynamics of credit default swap spreads, sovereign bond spreads, and the stock returns for emerging countries (Brazil, China, India and Russia) and developed countries (France, Germany, Japan and the United States) by adopting the v...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/34737904217879271225 |