Can dual-currency sovereign CDS predict exchange rate returns?

Finance Research Letters

Volumn 9, Issue 3, 2012, Pages 157-166

  Pu, Xiaoling ^a   Zhang, Jianing ^b  

^a KENT STATE UNIVERSITY   (United States)

^b PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Exchange rate return; Sovereign credit default swap

Indexed keywords

EID: 84865374894     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.frl.2012.01.001     Document Type: Article

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