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Distress Premiums and the Performance of CDS Spread Change Regressions Kim, Jungmu; Hyun, Jung-Soon; Sung, Woonjun, The 12th Conference of Asia-Pacific Association of Derivatives, Kprea Derivatives Association, 2016-08-24 |
The Pricing of Default Contagion: Evidence in the CDS Market”, presented at the conference Hyun, Jung-Soon; Kim, Jungmu, Bachelier Finance Society 7Th World Congress, Bachelier Finance Society, 2012-06-20 |
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