The information content of CDS implied volatility and associated trading strategies

Yukun Shi, Ding Chen, Biao Guo*, Yaofei Xu, Cheng Yan

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'The information content of CDS implied volatility and associated trading strategies'. Together they form a unique fingerprint.

Economics, Econometrics and Finance