We thank the Editor and two anonymous referees for many insightful comments and suggestions. We also thank Professor Baeho Kim for helpful comment at the 2011 international conference on Asia-Pacific Financial Market.
The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads*
Article first published online: 20 AUG 2012
© 2012 Korean Securities Association
Asia-Pacific Journal of Financial Studies
Volume 41, Issue 4, pages 491–516, August 2012
How to Cite
Park, Y. J. and Kim, T. S. (2012), The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads. Asia-Pacific Journal of Financial Studies, 41: 491–516. doi: 10.1111/j.2041-6156.2012.01080.x
- Issue published online: 20 AUG 2012
- Article first published online: 20 AUG 2012
- Received 28 December 2011; Accepted 11 May 2012
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