Determinants and price discovery of China sovereign credit default swaps
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DOI: 10.1016/j.chieco.2012.09.003
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More about this item
Keywords
China sovereign credit default swaps; Determinants of levels and changes; Lead–lag relationship;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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