Details about Masaru Tsuruta
Access statistics for papers by Masaru Tsuruta.
Last updated 2024-02-21. Update your information in the RePEc Author Service.
Short-id: pts193
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Journal Articles
Journal Articles
2024
- Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options
JRFM, 2024, 17, (2), 1-33
2020
- Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
The North American Journal of Economics and Finance, 2020, 51, (C)
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