Informed trading, heterogeneity investment, liquidity shocks and the valuation of credit default swaps
- 作者:Xing Yang 杨 星 ; Chun Fan 范 纯…
- 关键词:informed trading ; heterogeneity investment ; liquidity shocks ; valuation of credit default swaps ; F 831.2
- 刊名:Journal of Shanghai Jiaotong University (Science)
- 出版年:2016
- 出版时间:February 2016
- 年:2016
- 卷:21
- 期:1
- 页码:69-80
- 全文大小:218 KB
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作者单位:Xing Yang 杨 星 (1)
Chun Fan 范 纯 (1)
Gan Li 李 刚 (2)
1. College of Economics, Jinan University, Guangzhou, 510632, China
2. Institute of Finance, Yuexiu Financial Holdings Group Co., Ltd., Guangzhou, 510000, China
刊物类别:Engineering刊物主题:Electrical Engineering
Life Sciences
Architecture
Chinese Library of Science
出版者:Shanghai Jiao Tong University PressISSN:1995-8188