The Study of Relationship between Stock, Options, and Credit Default Swaps Markets
碩士 === 臺灣大學 === 國際企業學研究所 === 98 === This paper investigated the relationship between stock, options and credit default swaps (CDS) markets during the subprime mortgage crisis. The data applied to the firms included in the S&P 500 index in the U.S. Using daily data, the study examined the lea...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73880960473706891541 |