We thank the editor, Robert Webb, and an anonymous referee for their valuable comments. We also thank Professor Sohel Azad for helpful suggestions at the 2012 Conference of the Asia-Pacific Association of Derivatives. This study was written while the third author was a full-time faculty member at the Korea Advanced Institute of Science and Technology.
The Linkage Between the Options and Credit Default Swap Markets During the Subprime Mortgage Crisis
Article first published online: 22 FEB 2013
© 2013 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 33, Issue 6, pages 518–554, June 2013
How to Cite
Kim, T. S., Park, Y. J. and Noh, J. (2013), The Linkage Between the Options and Credit Default Swap Markets During the Subprime Mortgage Crisis. J. Fut. Mark., 33: 518–554. doi: 10.1002/fut.21595
- Issue published online: 19 MAR 2013
- Article first published online: 22 FEB 2013
- Manuscript Received: 1 DEC 2012
- Manuscript Accepted: 1 DEC 2012
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