Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan
| Autor: | Chen, Yi-Hsuan, Tu, Anthony H., Wang, Kehluh |
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| Zdroj: | In Journal of International Financial Markets, Institutions & Money 2008 18(3):259-271 |
| Databáze: | ScienceDirect |
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