Chung-Hua University Repository:Item 987654321/28691
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    CHUR > College of Management > Department of Finance > Seminar Papers >  Item 987654321/28691


    Please use this identifier to cite or link to this item: http://chur.chu.edu.tw/handle/987654321/28691


    Title: Option-based Sentiment Measures and Credit Default Swap Spreads
    Authors: 陳怡璇
    Chen, Yi-Hsuan
    Contributors: 財務管理學系
    Finance
    Keywords: Investor sentiment;Credit default swap;Risk-neutral skewness;Credit risk
    Date: 2010
    Issue Date: 2014-06-27 00:05:52 (UTC+8)
    Abstract: Our study sheds light on the role of investor sentiment in the credit default swap (CDS) spreads. In particular, we examine both broad market-wide and firm-specific sentiment measures and analyze their influences on the CDS spreads. Sample period covers f
    Appears in Collections:[Department of Finance] Seminar Papers

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