Details about Nan Li
Access statistics for papers by Nan Li.
Last updated 2015-08-03. Update your information in the RePEc Author Service.
Short-id: pli395
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Journal Articles
Working Papers
2004
- The Implied Benchmark Rate in the Credit Default Swap Market of Sovereign Bonds
MPRA Paper, University Library of Munich, Germany
Journal Articles
2011
- Price Discovery between Sovereign Credit Default Swaps and Bond Yield Spreads of Emerging Markets
Journal of Emerging Market Finance, 2011, 10, (2), 197-225
View citations (7)
2009
- The price discovery process in credit derivative market: evidence from sovereign CDS market
American Journal of Finance and Accounting, 2009, 1, (4), 393-407
View citations (5)