Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options

B-Tier
Journal: Journal of Banking & Finance
Year: 2007
Volume: 31
Issue: 8
Pages: 2383-2403

Authors (2)

Carr, Peter Wu, Liuren (City University of New York (C...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jbfina:v:31:y:2007:i:8:p:2383-2403
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25