Title of article :
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Author/Authors :
W. Peter Carr، نويسنده , , Liuren Wu، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Sovereign credit default swaps , Default arrival rate , Term structure of credit spread , Return variance dynamics , option pricing , Time-changed Le´vy processes , Currency options
Journal title :
Journal of Banking and Finance
Journal title :
Journal of Banking and Finance
