Does information environment affect information spillover between the CDS and stock markets in Korea? - Park, Heewoo; Park, Yuen Jung (Seonmul yeongu (Online), 2024)
Keywords: Arbitrage; CDS; Costs; Credit default swaps; Information environment; Information flow; Interest rates; Rates of return; Regression analysis; Securities markets; Stock exchanges; Stock prices; Transaction cost; Volatility; 경영학; United States--US