The information content of OTC individual put option implied volatility for credit default swap spreads

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Bibliographische Detailangaben
Veröffentlicht in:	Asia-Pacific journal of financial studies
1. Verfasser:	Park, Yuen Jung (VerfasserIn)
Weitere Verfasser:	Kim, Tong Suk (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2012
Schlagworte:	Credit default swap > Equity put option > Implied volatility > Predicted future volatility > Volatility risk premium > Aufsatz in Zeitschrift
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