
An Empirical Study on the Hedging Effectiveness and Safe Haven of Credit Default Swap
Author(s) -
윤병조
Publication year - 2014
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.2014.13.2.004
Subject(s) - credit default swap , safe haven , swap (finance) , business , credit derivative , empirical research , actuarial science , economics , credit risk , financial economics , finance , mathematics , statistics