Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis
Hui, Cho-Hoi; Lo, Chi-Fai; Lau, Chun-Sing
- 期刊名称Journal of Banking & Finance
- 作者Hui, Cho-Hoi; Lo, Chi-Fai; Lau, Chun-Sing
- 卷第37卷
- 期第9期
- 印刷ISSN0378-4266
- 文件大小1210.90KB
- 发表时间2013-09
- DOI10.1016/j.jbankfin.2013.05.030
- 页码3694-3703