Asymmetric Dynamics between Informed Trading Activity and Credit Default Swaps
| dc.citation.epage | 85 | en_US |
| dc.citation.spage | 70 | en_US |
| dc.citation.volume | 26 | en_US |
| dc.citation.woscount | 0 | en_US |
| dc.contributor.author | Hu, Wen-Cheng | en_US |
| dc.contributor.author | Huang, Alex YiHou | en_US |
| dc.contributor.department | 資訊管理與財務金融系 註：原資管所+財金所 | zh_TW |
| dc.contributor.department | Department of Information Management and Finance | en_US |
| dc.date.accessioned | 2019-04-02T05:58:14Z | |
| dc.date.available | 2019-04-02T05:58:14Z | |
| dc.date.issued | 2018-12-01 | en_US |
| dc.identifier.doi | 10.3905/jod.2018.1.070 | en_US |
| dc.identifier.issn | 1074-1240 | en_US |
| dc.identifier.journal | JOURNAL OF DERIVATIVES | en_US |
| dc.identifier.uri | http://dx.doi.org/10.3905/jod.2018.1.070 | en_US |
| dc.identifier.uri | https://ir.lib.nycu.edu.tw/handle/11536/148545 | |
| dc.identifier.wosnumber | WOS:000451834800006 | en_US |
| dc.language.iso | en_US | en_US |
| dc.title | Asymmetric Dynamics between Informed Trading Activity and Credit Default Swaps | en_US |
| dc.type | Article | en_US |
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