Open AccessPrice Discovery and Volatility Transmission between Korean Sovereign CDS and ROK Bond Markets
Author(s) -
Kim Hong Bae,
Myoung-Jong Kim,
노승재
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.2013.12.1.003
Subject(s) - volatility (finance) , price discovery , sovereignty , economics , bond , monetary economics , financial economics , business , political science , futures contract , finance , politics , law