Does information environment affect information spillover between the CDS and stock markets in Korea?

Heewoo Park and Yuen Jung Park

Journal of Derivatives and Quantitative Studies: 선물연구, 2024, vol. 32, issue 2, 145-158

Abstract: Keywords: CDS, Information flow, Information environment, Transaction cost, G12, G14

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jdqspp:jdqs-09-2023-0029

DOI: 10.1108/JDQS-09-2023-0029

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