Price Discovery between Credit Default Swap and Foreign Exchange Markets: Unidirectional or Bidirectional Granger Causality?

• 期刊名称SSRN Electronic Journal
• 作者Roberts, Helen; Mills, Luke; Premachandra, I. M.
• 电子ISSN1556-5068
• 文件大小244.78KB
• 发表时间2016
• DOI10.2139/ssrn.2766831