The Term Structure of Credit Default Swap Spreads and the Cross Section of Options Returns

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Hao Zhang, Yukun Shi, Dun Han, Pei Liu, Yaofei Xu
Format:	Artículo Open Access
Published:	Wiley 2025
Subjects:	Journal of Futures Markets
Online Access:	Acceder al recurso
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