Open AccessDynamic Relations among Korean Sovereign CDS Spreads, FX Option Volatility, and Interest Rate Swaption Volatility
Author(s) -
김영성,
Jong-Bom Chay
Publication year - 2013
Publication title -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2013.12.1.001
Subject(s) - volatility (finance) , economics , monetary economics , interest rate , sovereignty , financial economics , political science , politics , law