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
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Type your institution's name in the box below. If your institution is a Wiley customer, it will appear in the list of suggested institutions and you will be able to log in to access content. Some users may also log in directly via OpenAthens.
Please note that there are currently a number of duplicate entries in the list of institutions. We are actively working on fixing this issue and apologize for any inconvenience caused.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!