Asymmetric dynamics between informed trading activity and credit default swaps

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@article{155f304475304602b8c6db686e119f3f,

title = "Asymmetric dynamics between informed trading activity and credit default swaps",

author = "Hu, {Wen Cheng} and Yi-Hou Huang",

year = "2018",

month = dec,

day = "1",

doi = "10.3905/jod.2018.1.070",

language = "English",

volume = "26",

pages = "70--85",

journal = "Journal of Derivatives",

issn = "1074-1240",

publisher = "Institutional Investor, Inc",

number = "2",

}

TY - JOUR

T1 - Asymmetric dynamics between informed trading activity and credit default swaps

AU - Hu, Wen Cheng

AU - Huang, Yi-Hou

PY - 2018/12/1

Y1 - 2018/12/1

UR - http://www.scopus.com/inward/record.url?scp=85057782233&partnerID=8YFLogxK

U2 - 10.3905/jod.2018.1.070

DO - 10.3905/jod.2018.1.070

M3 - Article

AN - SCOPUS:85057782233

SN - 1074-1240

VL - 26

SP - 70

EP - 85

JO - Journal of Derivatives

JF - Journal of Derivatives

IS - 2

ER -