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S.(2004)。Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets。 | 5. | Consigli, G.(2004)。Credit Default Swaps and Equity Volatility: Theoretical Modeling and Market Evidence and Market Evidence. Working paper。 | 6. | Cossin, D.、Hricko, T.(2001)。Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data。University of Lausanne。 | 7. | Greatrex, C. A.(2008)。The Credit Default Swap Market's Reaction to Earnings Announcements。Fordham University。 | 8. | Pires, P.、Pereira, J.、Martins, L.(2010)。The Complete Picture of Credit Default Swap Spreads-A Quantile Regression Approach。ISCTE Business School。 | 9. | Longstaff, F. A.、Mithal, S.、Neis, E.(2003)。The Credit-default Swap Market: Is Credit Protection Priced Correctly?。Anderson School of UCLA。 | 圖書1. | CFA Institute(2008)。Derivatives and Alternative Investments。Boston:Pearson Custom Publishing。 | 2. | 沈中華、李建然(2000)。事件研究法--財務與會計實證研究必備。華泰文化事業公司。 延伸查詢 | 3. | Sprent, P.(1989)。Applied Nonparametric Statistical Methods。London:Chapman and Hall。 | 其他1. | The New York Times(20070718)。Bear Stearns Says Battered Hedge Funds Are Worth Little,http://www.nytimes.com/2007/07/18/business/18bond.html。 | 2. | The Wall Street Journal(2008)。AIG Scrambles to Raise Cash, Talks to Fed,http://online.wsj.com/article/SB122142474136033581.html, 20080915。 | 3. | The Wall Street Journal(2008)。Bank of America to Buy Merrill,http://online.wsj.com/article/SB122142278543033525.html, 20080915。 | 4. | The Wall Street Journal(2008)。Wall Street Down, Lehman Out,http://online.wsj.com/article/SB122150054714637215.html, 20080915。 | |
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