The Term Structure of Credit Default Swap Spreads and the Cross Section of Options Returns

Hao Zhang, Yukun Shi*, Dun Han, Jose Liu, Yaofei Xu

*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Fingerprint

Dive into the research topics of 'The Term Structure of Credit Default Swap Spreads and the Cross Section of Options Returns'. Together they form a unique fingerprint.

Economics, Econometrics and Finance